I
tried:
TrailStopAmount = 2
* ATR( 20 ); Capital = Equity(); Risk = 0.01*Capital; PositionSize =
(Risk/TrailStopAmount)*BuyPrice;
but that doesn't
seem to make a difference. Capital stays constant throught the backtest
...
Ed
----- Original Message -----
Sent: Friday, December 10, 2004 5:10
PM
Subject: [amibroker] PositionSize /
Capital
hello,
I found this question has been asked before
but I couldn't find the answer. If one tries to use moneymanagement
techniques I find the following example in the
manual:
TrailStopAmount = 2 * ATR( 20 ); Capital = 100000; /*
IMPORTANT: Set it also in the Settings: Initial Equity */ Risk =
0.01*Capital; PositionSize = (Risk/TrailStopAmount)*BuyPrice; ApplyStop(
2, 2, TrailStopAmount, 1 );
However, in this example the Capital will
be constant throughout the backtest. I need to use the Capital value
of my portfolio as it progresses through time. What can I
use?
thanks
rgds, Ed
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