Re: [amibroker] PositionSize / Capital

["ed nl" <ed2000nl@xxxxxxx>]

Al,

 

but how do you implement the risk factor now?

 

ed

----- Original Message -----

From: Al Venosa

To: amibroker@xxxxxxxxxxxxxxx

Sent: Friday, December 10, 2004 5:32 PM

Subject: Re: [amibroker] PositionSize / Capital

Use -1 without the Capital rather than 0.01:

Positionsize = -1*BuyPrice/TrailStopAmount;

ed nl wrote:

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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