[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: [amibroker] Simple system not producing expected results.



PureBytes Links

Trading Reference Links

Hi,

How can I get max position to be half of the portfolio value.

I use the following function:

Position = Min (Position1,Equity()/2) ;   /* position1 is a 
calculated value

but amibroker will cap my position to half of the "initial" portfolio 
value and not the current portfolio value. So if I start with 10 000 
in equity and end up with 20 000, I expect to be cap at 10 000 but 
Amibroker will always cap my position at 5 000. 

Is this a bug? How can I get the current portfolio value?

Regards,
Olivier





------------------------ Yahoo! Groups Sponsor --------------------~--> 
Make a clean sweep of pop-up ads. Yahoo! Companion Toolbar.
Now with Pop-Up Blocker. Get it for free!
http://us.click.yahoo.com/L5YrjA/eSIIAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

Check AmiBroker web page at:
http://www.amibroker.com/

Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/