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Marek,
Thanks, I knew there was a '100' in there
somewhere!
Steve
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Marek Chlopek
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, October 21, 2003
11:16
Subject: [investment] Re: [amibroker]
Optimisation Arithmatic
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 Chlopekmchlopek@xxxxxxxSend
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