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PureBytes Links
Trading Reference Links
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Check your settings tab for minimum shares on the General tab and, more to
your point, the limit trade size as % of entry bar volume. You may also wish
to limit position size. See SetOption in user manual.
--
Terry
> From: "voyager_3k" <voyager3k@xxxxxxxxxxx>
> Reply-To: amibroker@xxxxxxxxxxxxxxx
> Date: Mon, 17 Jan 2005 03:26:07 -0000
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Getting odd share sizes here... any help?
>
>
>
> I'm using all quotations. Also, only using naz stocks, over $1.50 and
> avg 30 day volume of over 500,000. This strategy shows some very
> large share sizes at times that skew the results. For example MACE
> on in November 2003, the backtester shows Long of 111,000+ shares ..
> yikes!
>
> Appreciate anyone who can offer suggestions what may be happening.
>
>
> ----------------------------------------------------------------
> DBO = H > Ref(H , -1);
> BUYPAT=Ref(Close,-2)<=Ref(Open,-2)*.99 AND Ref(Open,-1)<=Ref(Close,-2)
> AND Ref(Close,-1)<=Ref(Close,-2);
> Buy = Filter = BuyPAT AND DBO AND L > Ref(L, -1) ; // prior low not
> violated
> BuyPrice = Ref(H, -1);
>
> Capital = 20000;
> RiskCapital = 0.005*Capital;
> RiskAmt = BuyPrice - Ref(L, -1);
> PositionSize = (riskCapital/riskamt)/2;
> Sell = 0;
> ApplyStop(stopTypeProfit, stopModePercent, 10,True);
> ApplyStop(stopTypeTrailing, stopModePercent, 5, True);
> --------------------------------------------------------------
>
>
>
>
>
>
> 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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