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I'm using the PositionSize parameter
to optimize the number of stocks to hold. The normal form
is :
PositionSize = -20;
Which assigns 20% of the equity to each stock (5
stock hold). I want to optimize something like this:
P=<FONT
color=#0000ff>Optimize("P",<FONT
color=#ff00ff>10,100/<FONT
color=#ff00ff>10,<FONT
color=#ff00ff>100/5,<FONT
color=#ff00ff>???);
PositionSize = -P;
How do I increment this so that I end up with
testing 5,6,7,8,9 and 10 stocks held?
Steve
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