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Hello,
As far as I remember I already promised a while ago to add limits of position size.
As to your e-mail - maybe I have overlooked it - will scan my inbox.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Phsst" <phsst@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, March 17, 2004 4:21 PM
Subject: [amibroker] Re: New SetOption Parm suggestion
> 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
> > Send SUGGESTIONS to suggest@xxxx
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>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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