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Hello,
The code itself is OK - if only you have tickers like "Growth1", "SectorRotation1".
Do you really have such tickers in your database (is upper/lowercase correct) ???
Because if you don't then position size would be set by your code to value of ZERO (no trade).
The other reason is that you may have incorrect settings.
For example you may be applying your backtest to last 1 bar (check the RANGE setting).
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "ericleake" <eleake@xxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, December 30, 2004 9:30 PM
Subject: [amibroker] Re: Variable Position size and Referrencing Tickers
>
>
> Tomasz or others:
>
> Ok, so what is wrong with this code? I have put the three tickers
> into a watch list, and selected the watch list as the filter, but
> not getting any trades. I do however get trades when selecting
> another watch list.
>
>
> SetOption("InitialEquity", 100000 );
> SetOption("MaxOpenPositions", 3 );
> SetTradeDelays(0,0,0,0);
>
>
> n = Name();
> PositionSize= IIf( n == "Growth1", -33,
> IIf( n == "SectorRotation1", -33,
> IIf( n == "phydx", -33,
> -0) ) );
>
> Buy=1;
> Sell=0;
> Filter = 1;
> AddColumn(Close,"Close", 4.2);
>
> I've even tried commenting out the position sizing IIfs and stating
> a straight PositionSize=-33;, but still no trades with this watch
> list. The symbols are accurate.
>
>
> -Eric.
>
>
>> Hello,
>>
>> You can nest IIFs as infinitely.
>>
>> n = Name();
>> PostitionSize = IIF( n == "MSFT", 1000,
>> IIF( n == "INTC", 2000,
>> IIF( n == "AAPL", 2500,
>> IIF( n == "GOOG", 1500,
>> 800 /* otherwise */
>> ) ) ) );
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message -----
>> From: "ericleake" <eleake@xxxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Thursday, December 30, 2004 6:41 PM
>> Subject: [amibroker] Re: Variable Position size and Referrencing
> Tickers
>>
>>
>> >
>> >
>> > Graham-
>> > Thanks for your response. Are we restricted to an IIf statement
> with
>> > only two alternatives, or can we add additional "if, else"? For
>> > example, four or five different tickers/position sizes?
>> >
>> > If I had any clue how to give an attempt at the code, I would.
> But I
>> > simply don't.
>> >
>> > -Eric.
>> >
>> > \--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx>
> wrote:
>> >> Don't know if it would actually work, but here is corrected line
>> >>
>> >> PositionSize= IIf(name()=="MU", -.25, -50);
>> >>
>> >> Cheers,
>> >> Graham
>> >> http://e-wire.net.au/~eb_kavan/
>> >>
>> >> -----Original Message-----
>> >> From: ericleake [mailto:eleake@x...]
>> >> Sent: Thursday, December 30, 2004 12:27 PM
>> >> To: amibroker@xxxxxxxxxxxxxxx
>> >> Subject: [amibroker] Variable Position size and Referrencing
>> > Tickers
>> >>
>> >>
>> >>
>> >> A question for the group that I can't find the answer for
>> > elsewhere:
>> >>
>> >> Is it possible to select various position sizes per ticker,
> rather
>> >> than equal position sizes?
>> >>
>> >> For example, something like:
>> >>
>> >> PositionSize= IIf(Ticker==MU, -.25, -50);, or possibly with
> IIf,
>> >> Else?
>> >>
>> >> My objective is to apply various position sizes to several
>> > different
>> >> system equity curves-an asset allocation of strategies, if you
>> > will.
>> >>
>> >> Thanks.
>> >> -Eric
>> >>
>> >>
>> >>
>> >>
>> >>
>> >>
>> >>
>> >> 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
>> >
>> >
>> >
>> >
>> >
>> >
>> > 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
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>
>
>
>
>
>
> 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
>
>
>
>
>
>
>
>
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