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Hi Graham,
Looks like we are the only two interested.
I sent TJ sample backtest results a few weeks ago that demonstrated
the 'overflow' condition, along with the suggestion for a
"MaxPositionSize" parameter.
Even though TJ requested the sample backtest results, I never heard
back from him.
Sure, send in a suggestion... it can't hurt.
Regards,
Dennis
--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> Yes I would like something like that, should just email AB suggestions
> I wanted to use 2 alternatives with Min( percent2, -10)
>
> Cheers,
> Graham
> http://e-wire.net.au/~eb_kavan/
>
> -----Original Message-----
> From: Phsst [mailto:phsst@x...]
> Sent: Wednesday, March 17, 2004 12:53 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] New SetOption Parm suggestion
>
> I'm curious to see if anyone else would like to see the following
> enhancement.
>
> A new SetOption parm... SetOption("MaxPositionSize", nnn,nnn).
>
> I've run into at least one situation where using PositionSize =
> -20; my backtest compounds trades into positionsizes that I would
> never consider trying to trade in real life. Therefore, I'd like to
> limit the backtested PositionSize to a User defined maximum so that I
> can see realistic backtest results.
>
> Also, I've seen a backtest actually overflow the Report variable
> "Ending Capital" causing a pre-mature termination of the backtest but
> not giving any notification of what happened. In this case the
> MaxPositionSize parameter could be used to help prevent this condition.
>
> Anyone else see any value to this new parm?
>
> Dennis
>
>
>
>
> Send BUG REPORTS to bugs@xxxx
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