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Stephane,
This might be part of the puzzle. I think you will need to include the
following.
NumContracts = <FONT
color=#ff00ff>100;
PositionSize = Max((NumContracts *
MarginDeposit),-100);
Good luck,
Greg
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=s.carrasset@xxxxxxxxxxx
href="">Stephane Carrasset
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, March 29, 2004 4:56
PM
Subject: [amibroker] Max number of
contracts to trade
Hello,
Have you an idea how to set the maximum of
contracts to trade
for example I have a system, it buys or sells a
number of contracts according to 100% of the equity
but I want that the maximum of contracts
will be 100.
because the results becomes unrealistic when the
system trades > 4000 contracts.
MarginDeposit = <FONT
color=#ff00ff>3500;
RoundLotSize = <FONT
color=#ff00ff>1;
PointValue = <FONT
color=#ff00ff>10;
PositionSize=<FONT
size=4>Max<FONT
face="Courier New">(NumberContracts=100<FONT
face="Courier New">,-100/*100%
Equity*/);// not work
<FONT face=Arial color=#000000
size=2>Stephane<FONT face="Courier New"
size=1>Send BUG REPORTS to
bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
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Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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