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The number of shares is simply the positionsize/buyprice
So you could try turning this around and calculate positionsize on the
number of shares(x) Ie positionsize = buyprice*x. The problem with this is
you would need x for every ticker.
Cheers,
Graham
http://e-wire.net.au/~eb_kavan/
-----Original Message-----
From: lehillman [mailto:lhillman@xxxxxxxxxxxxxx]
Sent: Monday, July 26, 2004 9:16 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Lot Size
Hi,
Can someone tell me how to calculate LOT SIZE values used during
Portfolio BackTesting?
While you can adjust Equity per trade via PositionSize and which
Share is selected via PositionScore; how do you determine the number
of Shares (i.e. Lot Size) bought during backtesting for a given
Share?
For example, is Lot Size calculated by dividing PositionSize by
BuyPrice?
In short, I would like the ability to use Lot Size in my AFL Trading
Systems.
Cheers,
Lloyd
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