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On Tuesday 21 of October 2003 12:12, Steve Almond wrote:
> 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=Optimize("P",10,100/10,100/5,???);
>
> PositionSize = -P;
>
> How do I increment this so that I end up with testing 5,6,7,8,9 and 10
> stocks held?
P=Optimize("P", 5, 5, 10, 1);
PositionSize = -100/P;
does it make sens for you?
--
Marek Chlopek
mchlopek@xxxxxxx
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