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Graham,
Thanks for the reply.
Cheers,
Lloyd
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=gkavanagh@xxxxxxxxxxxxx
href="">Graham
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, July 26, 2004 5:39 PM
Subject: RE: [amibroker] Lot Size
The number of shares is simply the
positionsize/buypriceSo you could try turning this around and calculate
positionsize on thenumber of shares(x) Ie positionsize = buyprice*x.
The problem with this isyou would need x for every
ticker.Cheers,Graham<A
href="">http://e-wire.net.au/~eb_kavan/-----Original
Message-----From: lehillman [mailto:lhillman@xxxxxxxxxxxxxx] Sent:
Monday, July 26, 2004 9:16 AMTo: amibroker@xxxxxxxxxxxxxxxSubject:
[amibroker] Lot SizeHi,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,LloydCheck
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