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ATR shows volatility in absolute terms (cannot predict direction or
duration, only activity levels), so, lower price stocks will have
lower ATR levels than higher price stocks. A $10 stock would have a
much lower ATR value than a $50 stock, hence, one would end up buying
more shares of the $10 stock than the $50 stock.
rgds, Pal
--- In amibroker@xxxxxxxxxxxxxxx, "danielwardadams"
<danielwardadams@xxxx> wrote:
>
> 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
> > > > > > >
> > > > > > >
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> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > ----------------------------------------------
--
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> > > > > > ----------
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> > > > > Check group FAQ at:
> > > >
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > > >
> > > > >
> > > > >
> > > > >
> > > > >
> > > > > Check AmiBroker web page at:
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> > > > >
> > > > > Check group FAQ at:
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> > >
> > >
> > >
> > >
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