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Hello,
You have to add positionsize statement, please read:
http://www.amibroker.com/guide/h_portfolio.html
otherwise 100% of funds are invested into top-scoring security.
For example:
PositionSize = -10; // invest 10% of funds in one security
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "spammernator" <atalan007@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, January 27, 2005 10:07 PM
Subject: [amibroker] How to get portfolio backtest to make multiple concurrent trades?
>
>
>
> Hi,
>
> I've got the standard edition of Amibroker 4.60.
>
> Sorry if this is a silly question, but I've been running the
> portfolio backtest on a group of stocks and the backtest program only
> seems to be executing consecutive single trades in one stock at a
> time. I.e., It doesn't hold multiple stock positions at any point,
> only single positions. I have set the total number of positions to
> 10 in the settings tab. I have also backtested the stocks
> individually and found that optimally there should be multiple
> positions open and any one time.
>
> I've also noticed a similar backtesting problem with the Long and
> Shorts selection in the settings tab. E.g., if I get a 20% return
> when running a backtest - long only, and I get a 15% return running
> the backtest short only, the it will give out a much worse than 35%
> return when run to include both long and shorts in the same backtest
> run. This is for a single stock where the script will only be long
> or short at any one time and cannot be simultaneously long and short.
>
> Thanks for any help and if this is the wrong forum for these
> questions can you point me in the right direction?
>
>
>
>
>
>
>
>
>
> 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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