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Oh, I see. I thought you initiated the exercise. Never mind then...
But in that case, since it looks like you set the initial equity to a
high enough figure where all trades could be taken, I'd say that all
the portfolio simulation figures may not come out to be realistic in
terms of CAR, etc. OTOH, if one is only interested in statistical
figures, position size should not matter...
To analyze real life trades, perhaps it'd be best to ignore number of
shares, and just use pre-known position size and "allow position size
shrinking" criteria. Does it have to be an unknown?
Just some random thoughts...
Jitu
--- In amibroker@xxxxxxxxxxxxxxx, Nigel Rowe <rho@xxxx> wrote:
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> Jitu,
> I'm not actually using it at all. It just seemed a nice
little programming
> challenge from someone waaaaayyyyy up the top of this thread (Hi
Don!).
>
> That being said, it should work for either use.
>
> Nigel
>
> On Sun, 25 Jan 2004 14:45, jtelang wrote:
> > Nigel,
> >
> > Are you trying to analyze real-life trades or trades generated by
> > another software in this exercise? I'm curious...
> >
> > Thanks.
> >
> > Jitu
> >
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