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Hi TJ,
Thanks for your reply. I've tried that and seems not meet my
requirement. From the backtest report, I can see under the share column, the
number of contract started at 3 and it increase or decrease based on the total
equity even though I have set the number of contract to 2 as the below
code.
In addition, what variable/way I can use to know
consecutive losses ?
SetOption(<FONT color=#ff00ff
size=1>"InitialEquity", <FONT
color=#ff00ff size=1>8000 ); <FONT
color=#000000 face="Courier New" size=1>
numcontract=<FONT color=#ff00ff face="Courier New"
size=1>2;
MarginDeposit=<FONT color=#ff00ff face="Courier New"
size=1>2000<FONT color=#000000 face="Courier New"
size=1>;
PositionSize=<FONT color=#000000 face="Courier New"
size=1>numcontract * MarginDeposit;
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Tomasz Janeczko
To: <A
href=""
title=amibroker@xxxxxxxxxxxxxxx>amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, January 17, 2004 5:59
PM
Subject: Re: [amibroker] limiting
position size for futures
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 href=""
title=kk2628@xxxxxxxxxxxxxxxx>kk2628
To: <A
href=""
title=amibroker@xxxxxxxxxxxxxxx>amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, January 17, 2004 9:23
AM
Subject: [amibroker] limiting position
size for futures
Hi,
SetOption(<FONT
color=#ff00ff>"InitialEquity", <FONT
color=#ff00ff face="Courier New">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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