Re: [amibroker] limiting position size for futures

["Tomasz Janeczko" <amibroker@xxxxxx>]

Hello,
 
 
Use this:
 
NumOfContracts = ... your code determining number of contracts 
you want...
 
MarginDeposit = 2000;
PositionSize = NumOfContracts * MarginDeposit;
 
Hope this helps.
 
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  <A title=kk2628@xxxxxxxxxxxxxxxx 
  href="">kk2628 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Saturday, January 17, 2004 9:23 
  AM
  Subject: [amibroker] limiting position 
  size for futures
  
  Hi,
  
  SetOption(<FONT 
  color=#ff00ff>"InitialEquity", <FONT 
  face="Courier New" color=#ff00ff>8000<FONT 
  color=#000000> ); 
  PositionSize=-100;//This let me 
  invest all money I have and the contract size just does not make 
  sense.
  Margin deposit is 
  2000;
  What I want to achieve is 
  initially I just start with 2 contracts/trade and maximum contract/trade would 
  be 20 contracts if I make money, and the contract to be reduced to 2 
  contracts if there is a 6 consecutive losses (irregarless of value). I have 
  been trying to search all the mails and writeup in Amibroker but not able to 
  code this in AFL for backtesting, can someone please help 
  ?
  Thanks
  KK
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