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I was gone most of the day so didn't have a chance to keep up with
the posts.
I agree that the results are the opposite of what one would expect. I
think in the cases you cite, the formulas should be 100,000*Risk/ATR.
So if your risk tolerance is 2% and the ATR is 2, the position size =
100,000*.02/2 = 2000/2 = 1000 where the 1000 is shares of stock and
is independent of the price of the stock, i.e., you can buy 1000
shares of ANY priced stock that has an ATR of 2 and your risk would
be the same. In the case of the $50 stock, your position equity would
be $50*1000 = $50,000 when ATR=2. Similarly, you could buy
twice (not half) as much of the stock when ATR=1.
Although the position sizing being independent of the price of the
stock seems counterintuitive, I just reread the chapter in Van
Tharp's book on this ("Trade Your Way to Financial Freedom") and I
think that's the way it's supposed to be.
I'm not sure what this means for our 20% maximum position equity
allocation (to achieve diversification).
Dan
--- In amibroker@xxxxxxxxxxxxxxx, Al Venosa <advenosa@xxxx> wrote:
> Ed:
>
> Your formula doesn't make much sense to me. The term stoploss/ref
(C,-1)
> is simply the volatility of the stock, expressed as a fraction of
the
> price, times a multiplier. Thus, for a $50 stock whose ATR is, say,
2
> (highly volatile), and if you are using a multiplier of 2 with an
equity
> of $100 K, then your positionsize statement specifies that the
position
> size of the trade will be only $8,000 (100,000 * 4/50). For a less
> volatile stock (one whose ATR is only 1), then your positionsize
would
> be only $4,000. So, you are allocating less money for less volatile
> stocks and more money for more volatile stocks, and the amount
allocated
> in each case is tiny relative to your equity. This is the opposite
of
> what volatility-based trading is all about. Did you leave something
out?
>
> Al Venosa
>
> ed nl wrote:
>
> > well I just mentioned this because the range is rather narrow.
When
> > testing this MM stuff on my system I noticed that it behaved very
poor
> > especially between 1998 and 2001. This is exactly the period the
> > markets were very volatile. SInce volatility reduces the position
> > size my system hardly invested any money.
> >
> > I tried giving risky trades more weight using (not sure if this
is
> > correct but it does approximately what I intended):
> >
> > *PositionSize* = -100 * (stopLoss / Ref(*C*,-1));
> > this as I expected gives a better result than just using a
constant
> > percentage over the last 3 year and also better than the correct
MM
> > approach. Between 1998 and 2001 however it performs worse,
suffering
> > when the market goes crazy.
> >
> > rgds, Ed
> >
> >
> >
> > ----- Original Message -----
> > *From:* danielwardadams <mailto:danielwardadams@x...>
> > *To:* amibroker@xxxxxxxxxxxxxxx
<mailto:amibroker@xxxxxxxxxxxxxxx>
> > *Sent:* Sunday, December 12, 2004 4:06 PM
> > *Subject:* [amibroker] Re: PositionSize / Capital
> >
> >
> > I love it. This also helps avoid the tiny positions somebody
(Al?)
> > mentioned yesterday (and I've experienced also). But why do
you say
> > it will usually probably use the 10 or 20% sized positions?
Shouldn't
> > that mean you're setting your risk parameter unrealistically
low?
> >
> > --- In amibroker@xxxxxxxxxxxxxxx
> > <mailto:amibroker@xxxxxxxxxxxxxxx>, "ed nl" <ed2000nl@x
> > <mailto:ed2000nl@x>...> wrote:
> > > This way you can use a range: Maximum 20% minimum 10% of
equity:
> > >
> > > rsk = -2; // 2%
> > > PositionSize = Min(-10,Max(-20,rsk * Ref(C,-1) / stopLoss));
> > >
> > > In practice it most of the time it probably either uses 10%
or 20%.
> > >
> > > Ed
> > >
> > >
> > >
> > > ----- Original Message -----
> > > From: danielwardadams
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Sent: Sunday, December 12, 2004 3:40 PM
> > > Subject: [amibroker] Re: PositionSize / Capital
> > >
> > >
> > >
> > > Al & Ed,
> > > This is exactly where I ended up yesterday (hours after
my post).
> > > When I tried it, though, I always ended up taking the 20%
> > positions
> > > rather than those defined by my risk. Thinking it wasn't
working,
> > I
> > > gave up and went to bed.
> > >
> > > But since someone else thinks this should work, obviously
I need
> > to
> > > play with it some more.
> > >
> > > Dan
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "ed nl" <ed2000nl@xxxx>
wrote:
> > > > Al,
> > > >
> > > > about the part: "Your suggestion to limit
positionsize not to
> > > exceed any more than 20% of equity may be the solution
since it
> > goes
> > > hand in hand with the philosophy of money management.
That is, do
> > not
> > > allow any one position to exceed, say, 10 or 15 percent
of your
> > > equity. The Turtles did that, and I think lots of traders
do
> > that,
> > > too. So, I see nothing wrong with that. Have you coded
this in
> > AFL"
> > > >
> > > > I think you can solve this using:
> > > >
> > > > rsk = -2; // 2%
> > > > PositionSize = Max(-20,rsk * Ref(C,-1) / stopLoss);
> > > >
> > > > now it will never use more than 20% of equity.
> > > >
> > > > About the minimum number of trades I don't know. In my
system
> > that
> > > would be impossible because sometimes good entries just
dry up
> > and I
> > > can't find even find 5.
> > > >
> > > > rgds, Ed
> > > >
> > > > ----- Original Message -----
> > > > From: Al Venosa
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Sent: Sunday, December 12, 2004 3:11 PM
> > > > Subject: Re: [amibroker] Re: PositionSize / Capital
> > > >
> > > >
> > > > Dan:
> > > >
> > > > Thanks for the ideas. You're not rambling; you're
thinking,
> > and
> > > this discussion is healthy. Good ideas may stem from the
> > discussion,
> > > so by all means, keep posting.
> > > >
> > > > I don't think you need a new built-in function called
MinPos.
> > > Maybe TJ came up with a solution the other day by
suggesting you
> > set
> > > the max open positions to some large value like 10 of 15,
even
> > though
> > > you plan to take on no more than 5 at any time. So, if
you don't
> > use
> > > up all your equity using volatility-based positionsizing,
you
> > might
> > > add on new positions with this approach. I haven't tested
this
> > idea
> > > yet, but I will. The problem occurs when the opposite
happens,
> > > namely, all your equity is used up before you are able to
add
> > your
> > > 4th and 5th positions. Your suggestion to limit
positionsize not
> > to
> > > exceed any more than 20% of equity may be the solution
since it
> > goes
> > > hand in hand with the philosophy of money management.
That is, do
> > not
> > > allow any one position to exceed, say, 10 or 15 percent
of your
> > > equity. The Turtles did that, and I think lots of traders
do
> > that,
> > > too. So, I see nothing wrong with that. Have you coded
this in
> > AFL?
> > > I'm like Yuki: good with concepts buy lousy with creative
> > > programming.
> > > >
> > > > Al Venosa
> > > >
> > > > danielwardadams wrote:
> > > >
> > > >
> > > > After thinking about this some more, I think all
I've
> > described
> > > is
> > > > what could be accomplished with two more built-in
> > variables.
> > > MinPos
> > > > could say you want no less than some minimum number
of
> > > positions (5
> > > > in my example) and MaxPositionSize could say you
want to
> > > allocate no
> > > > more than X% of capital to any one position (20% in
my
> > example).
> > > >
> > > > Within these constraints, your actual position
sizing
> > methond
> > > could
> > > > be anything you want.
> > > >
> > > > I'm probably rambling .........
> > > >
> > > > Dan
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "danielwardadams"
> > > > <danielwardadams@xxxx> wrote:
> > > > >
> > > > > Al & Anthony,
> > > > > I've also seen the lower returns for volatility
based
> > versus
> > > equal
> > > > > equity position sizing in the past and didn't
know what
> > to do
> > > about
> > > > > it (assuming I wanted more positions for more
> > > diversification).
> > > > >
> > > > > I'm not sure how one would code it in .AFL, but
would the
> > > following
> > > > > represent a reasonable compromise?
> > > > >
> > > > > (1) Start with an equal equity based model based
on,
> > say, 5
> > > > > positions (position size = -20). So each part of
the pie
> > > equals 20%
> > > > > of total equity.
> > > > > (2) Determine actual position size within each
piece of
> > the
> > > pie
> > > > based
> > > > > on volatility based sizing. So, depending on your
risk
> > > parameter,
> > > > one
> > > > > might use only 17% of one piece of the pie, 13% of
> > another
> > > piece,
> > > > and
> > > > > 20%, 8%, and 11% of the other pieces.
> > > > > (3) Sum the used portions of the pie (in this case
> > > 17+13+20+8+11 =
> > > > > 69%) and see what you have left. 31% in case.
> > > > > (4) Allocate the remaining cash according to the
equal
> > equity
> > > > model.
> > > > > This means you get one more 20% piece of pie and
only
> > have
> > > 11% cash
> > > > > remaining.
> > > > > (5) Apply the above using your ATR based position
sizing
> > > > recursively
> > > > > until your cash is minimized. So if you only are
able to
> > use
> > > 9% of
> > > > > the piece of pie left in (4) you take the 11%
left from
> > that
> > > piece
> > > > > plus the 11% cash and you have 22% -- enough for
another
> > > position.
> > > > So
> > > > > in this case you end up with 7 positions and only
2% left
> > in
> > > cash.
> > > > > So your cash is minimized and all your positions
adhere
> > to
> > > the ATR
> > > > > based position sizing.
> > > > >
> > > > > Like I say, I have no idea how to code it but
intuitively
> > it
> > > makes
> > > > > sense to me.
> > > > >
> > > > > Thoughts/comments?
> > > > >
> > > > > Dan
> > > > >
> > > > > (And, yes, I'm sure I'm not the first person to
think of
> > it
> > > so my
> > > > > apologies to those who have gone before).
> > > > >
> > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Anthony
Faragasso"
> > > > <ajf1111@xxxx>
> > > > > wrote:
> > > > > > Hello Al,
> > > > > >
> > > > > > You stated:
> > > > > >
> > > > > > "the lower the volatility, the lower the risk
and
> > > therefore, the
> > > > > smaller the positionsize for that stock. "
> > > > > >
> > > > > > Is this a correct assumption ? ...Would you
want a
> > larger
> > > > > positionsize on a less risk position , and a
smaller
> > position
> > > on a
> > > > > more volatile one ?
> > > > > >
> > > > > > Anthony
> > > > > > ----- Original Message -----
> > > > > > From: Al Venosa
> > > > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > > > Sent: Saturday, December 11, 2004 7:53 AM
> > > > > > Subject: Re: [amibroker] PositionSize /
Capital
> > > > > >
> > > > > >
> > > > > > Ed,
> > > > > >
> > > > > > I, too, have confirmed many times with
backtesting
> > what
> > > you
> > > > > report, viz,, that positionsize = -x gives better
> > performance
> > > > results
> > > > > than using volatility-based MM positionsizing.
The non-MM
> > > code I've
> > > > > used in the past is:
> > > > > >
> > > > > > posqty = Optimize("posqty",5,2,10,1); // no.
of
> > stocks
> > > active
> > > > at
> > > > > any given time
> > > > > > PositionSize = -100/posqty; //equal equity
model
> > > > > >
> > > > > > I think I know what the problem is, but I
have not as
> > yet
> > > > figured
> > > > > out how to solve the problem with AFL. If you use
the MM-
> > > based
> > > > > positionsize statement as we have discussed (equal
> > volatility
> > > > model),
> > > > > i.e., PositionSize = -1 * C/StopAmt, and examine
the
> > > tradelist, you
> > > > > will likely discover that, often, not all 5
stocks are
> > active
> > > all
> > > > the
> > > > > time. In other words, either you have idle capital
> > earning
> > > nothing
> > > > or
> > > > > you have fewer active stocks than you want. Why
is this?
> > > Because
> > > > some
> > > > > stocks, which might not be as volatilie as
others, use up
> > > more of
> > > > > your capital to initiate a position than a more
volatile
> > > stock.
> > > > > Consequently, your capital is used up before you
have a
> > > chance to
> > > > > enter into your 4th or 5th stock. Instead of
having 5
> > open
> > > > positions,
> > > > > you might only have 3 because of this. Checking
> > positionsize
> > > > > shrinking doesn't help because you'll discover
you might
> > have
> > > tiny
> > > > > positions in your 5th stock. The fewer stocks you
have,
> > the
> > > less
> > > > > diversified you are, and therefore the more risky
your
> > > portfolio.
> > > > The
> > > > > more risk, the higher the DDs. This problem
cannot happen
> > > with the
> > > > > equal equity model since all positions are equal
in size,
> > by
> > > > > definition.
> > > > > >
> > > > > > One possible way around this might be to
increase
> > your
> > > margin
> > > > so
> > > > > that equity is expanded enough to allow full
funding of
> > all
> > > > > positions. But, again, this also increases your
risk.
> > Another
> > > way
> > > > > might be dynamically setting your risk to fit the
> > volatility
> > > of
> > > > each
> > > > > stock individually (the lower the volatility, the
lower
> > the
> > > risk
> > > > and
> > > > > therefore, the smaller the positionsize for that
stock).
> > > However,
> > > > > this changes your model so that you no longer
have equal
> > > > > volatility/equal risk (getting closer to the
equal equity
> > > model).
> > > > So,
> > > > > the problem remains unsolved for the moment. I
have not
> > had
> > > time to
> > > > > devote to cracking this problem yet, but some day
I hope
> > to
> > > do
> > > > this.
> > > > > If you have any ideas, I'm all ears.
> > > > > >
> > > > > > Al Venosa
> > > > > >
> > > > > >
> > > > > > ed nl wrote:
> > > > > > Thanks for your effort Al. It is very clear,
> > > > > >
> > > > > > In one of my earlier posts I posted
> > > > > >
> > > > > > // money management block
> > > > > > stopLoss = Ref(bbb*ATR(20),-1);
> > > > > > // trade risk
> > > > > > tr = IIf(Buy,(stopLoss /
BuyPrice),stopLoss /
> > > (ShortPrice +
> > > > > stopLoss));
> > > > > > // renormalisation coefficient
> > > > > > rc = 0.02 / tr;
> > > > > > // positionsize
> > > > > > PositionSize = rc * -100
> > > > > >
> > > > > >
> > > > > > it actually gives the same result as your:
> > > > > > PositionSize = -2.0 * IIf
> > (Buy,BuyPrice,ShortPrice) /
> > > stopLoss
> > > > > > except for short positions. Exact the same
it would
> > be
> > > if I
> > > > > use: tr = IIf(Buy,(stopLoss / BuyPrice),stopLoss /
> > > (ShortPrice));
> > > > > >
> > > > > > Unfortunatelly I do not get better results
this
> > way.
> > > Using
> > > > just
> > > > > a simple PositionSize = -10 still gives somewhat
better
> > > results.
> > > > > >
> > > > > >
> > > > > >
> > > > > > rgds, Ed
> > > > > >
> > > > > >
> > > > > > ----- Original Message -----
> > > > > > From: Al Venosa
> > > > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > > > Sent: Saturday, December 11, 2004 4:19 AM
> > > > > > Subject: Re: [amibroker] PositionSize /
Capital
> > > > > >
> > > > > >
> > > > > > ed nl wrote:
> > > > > >
> > > > > > Al,
> > > > > >
> > > > > > but how do you implement the risk
factor now?
> > > > > >
> > > > > > ed
> > > > > > Ed:
> > > > > >
> > > > > > Let us suppose you have established your
risk as
> > 1%
> > > (i.e.,
> > > > > the maximum you are willing to lose on a trade).
Let us
> > also
> > > > suppose
> > > > > your initial equity is $100,000. So, if the stock
you buy
> > (or
> > > > short)
> > > > > goes down by the amount based on your system, you
lose
> > only
> > > $1000,
> > > > > keeping you in the game. Now, let us say you
defined your
> > > > volatillty-
> > > > > based stop in terms of 2*ATR(20), which you
incorrectly
> > > assigned to
> > > > > the variable TrailStopAmount. I say 'incorrectly'
because
> > the
> > > > > TrailStop in AB was designed to mimic the
Chandelier
> > exit,
> > > which is
> > > > > basically a profit target type of stock (it hangs
down
> > like a
> > > > > chandelier from the highest high since the trade
was
> > > initiated, if
> > > > > long). I don't think you want the TrailStop to be
your
> > money
> > > > > management stop. Rather, the MM stop is the max
stoploss,
> > > defined
> > > > as:
> > > > > >
> > > > > > StopAmt = 2*ATR(20);
> > > > > > ApplyStop(0,2,StopAmt,1);
> > > > > >
> > > > > > So, if your stock declines by 2*ATR(20)
from your
> > > entry,
> > > > you
> > > > > exit with a 1% loss. Let's take an example. Stock
A is
> > > selling for
> > > > > $40/share. It's ATR(20) is $1/shr or 2.5% of 40.
Your
> > stop
> > > amount
> > > > is
> > > > > 2*ATR(20), which is $2/shr. How much stock do you
buy?
> > You
> > > simply
> > > > > divide your risk, $1000, by 2*1, which is 500
shares.
> > This
> > > amounts
> > > > to
> > > > > an investment of $40/shr * 500 shrs or $20,000.
All of
> > this
> > > can be
> > > > > coded in one simple line of AFL plus the 2 lines
above
> > > defining the
> > > > > MM stoploss:
> > > > > >
> > > > > > PositionSize = -1 * BuyPrice/StopAmt;
> > > > > >
> > > > > > where -1 is 1% of current equity (0.01 *
100,000
> > or
> > > $1000),
> > > > > BuyPrice = $40/shr, and StopAmt is 2. Keep in
mind that a
> > > negative
> > > > > sign means 1% of CURRENT equity, which means
compounded
> > > equity, not
> > > > > just a constant initial equity of $100,000. If
you carry
> > > through
> > > > the
> > > > > above math with your renormalization coefficient
> > notation,
> > > you wind
> > > > > up with the exact same answer.
> > > > > >
> > > > > > One more thing. When you place your order,
> > assuming
> > > you are
> > > > > trading with EOD data, you do not know what the
buyprice
> > is
> > > until
> > > > you
> > > > > buy the stock, which is the next day. So, what
most
> > traders
> > > do is
> > > > > base their positionsize on the closing price of
the night
> > > before
> > > > the
> > > > > entry. Therefore, to place an order in the
evening to be
> > > filled in
> > > > > the morning at the open, your positionsize
statement
> > would
> > > actually
> > > > > be:
> > > > > >
> > > > > > PositionSize = -1 * C/StopAmt;
> > > > > >
> > > > > > where C is the closing price on the night
before
> > you
> > > buy.
> > > > So,
> > > > > if you use the code SetTradeDelays(1,1,1,1), then
the
> > above
> > > formula
> > > > > is OK. However, if you use SetTradeDelays
(0,0,0,0), then
> > you
> > > have
> > > > to
> > > > > ref the C back a day.
> > > > > >
> > > > > > This is probably more information than
you were
> > > asking
> > > > about,
> > > > > but I hope it helps.
> > > > > >
> > > > > > Cheers,
> > > > > >
> > > > > > Al Venosa
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > > Check AmiBroker web page at:
> > > > > > http://www.amibroker.com/
> > > > > >
> > > > > > Check group FAQ at:
> > > > >
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > > > >
> > > > > >
> > > > > > Yahoo! Groups Sponsor
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> >
> >
> > --------------------------------------------------------------
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> > *Yahoo! Groups Links*
> >
> > * To visit your group on the web, go to:
> > http://groups.yahoo.com/group/amibroker/
> >
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Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
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