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[amibroker] Re: Minimum Holding Period in Days



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The unsupported field that the parser found was "SetOption(".

The online help file for SetOption does list the field MarginRequirement
but, as you surmised and the Readme confirms, it was introduced in 4.51.

Bob

-----Original Message-----
From: malc5899 [mailto:malc5899@xxxxxxxxx]
Sent: Wednesday, July 28, 2004 8:51 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: using POSITIONSCORE and margin requirement


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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> >
> >
> >
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