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Works great. Thanks!
--- In amibroker@xxxxxxxxxxxxxxx, "Gary A. Serkhoshian"
<serkhoshian777@xxxx> wrote:
> Hello,
>
> I thought the same thing, but found the solution sitting right in
front of me.
>
>
> Margin = Param("Margin 100 = No Margin",100, 50, 100, 5);
> SetOption("MarginRequirement", Margin);//100 = no margin
> MaxPos = Param("Max Open Positions", 5, 1, 10, 1);
> SetOption("MaxOpenPositions", MaxPos);
>
> PositionSize = (-10000/Margin) / MaxPos;
>
>
> Now you can incorporate margin into your portfolio trading system.
>
> Regards,
> GAry
>
> malc5899 <malc5899@xxxx> wrote:
>
>
> I am unclear as to the relationship POSITIONSCORE and the
margin
> requirement in the anaylsis settings box. From reading about the
use
> of POSITIONSCORE in the help pages it seems that if the number of
> buy siganls exceeds the max number of open positions or available
> funds the POSIIIONSCORE is used to rank which buy signals will
> actually be executed. However from testing this it seems the
> available funds DOES NOT take into account what the magin
> requirement is. It only looks at the equity size of the portfolio.
>
> Am I correct in thinking this?
>
> If so, how can one test the portfolio results of a margin
> account?
>
>
>
> 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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