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When I try the follwing code
SetOption("SetOption("MarginRequirement", Margin);//
I get the errror
Unsupported field in SetOptions
Is this beacause I am using Amibroker 4.5?
The help file for SetOption does not list the field
MarginRequirement..
--- In amibroker@xxxxxxxxxxxxxxx, "danielwardadams"
<danielwardadams@xxxx> wrote:
> 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
> >
> >
> > Yahoo! Groups SponsorADVERTISEMENT
> >
> >
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