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It is because I want to risk a maximum of 1% of my equity on any
trade. So I need to calculate Position1. I don't always want to
invest half of my equity.
--- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx> wrote:
> what's wrong with doing it the way the help file says to do it?
You're
> making it more complicated than necessary. Positionsize = -50;
will take
> 1/2 of the current equity.
>
> d
>
>
> _____
>
> From: olivier_molongo [mailto:olivier_molongo@x...]
> Sent: Sunday, July 04, 2004 3:36 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Which function gives "current portfolio value"?
>
>
> > 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
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
>
>
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