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Al,
Glad to see you're still interested. I tried several variations on
the following few statements but I'm still not any getting results
that make much sense. I won't be able to work on this for the next
several hours but will after that.
VB_Based_PosSize = NumberOfShares*Open ;
Risk = .10 ;
PositionScore = ATR(5)/C * VB_Based_PosSize * IIf(VB_Based_PosSize
> .20*Equity(), 0, VB_Based_PosSize) ; //Note still has Equity in it.
PositionSize = -Risk*Open/1.1*ATR(5) ;
//PositionSize = -20 ;
Dan
--- In amibroker@xxxxxxxxxxxxxxx, Al Venosa <advenosa@xxxx> wrote:
> danielwardadams wrote:
>
> >
> > So what I was trying to do with Equity was to predetermine the
number
> > of shares I could buy for my risk and then making the 20%
> > constraint part of my Buy criteria. Something like the following:
> >
> > Buy = cond1
> > AND cond2
> > AND NumShares*Open < .20*Equity()
> > ...
> >
> > So if it fails that test, I just go find another stock that does
work.
> >
> >
> Dan:
>
> Instead of putting your size qualifier in the buy statement, why
not
> "AND" it to your PositionScore statement? That way, if a stock
fails the
> size test, it automatically goes to the next stock on the list
according
> to your other positionscore qualifiers until if finds one that
> qualifies. Of course, this runs the risk of not selecting the top
stocks
> in your positionscore list, but it might solve the problem of
getting
> stocks picked that obey the positionsize function. Keep me informed
of
> your progress. Like you, I'm very interested in solving this
> volatility-based positionsize conundrum.
>
> Al Venosa
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