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[amibroker] RE: portfolio backtest&pos.size



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THis code keeps 90% of your Equity equally split between 2 - 5
positions (whicever optimized best). Watch for line Wrapping here.


SetOption( "initialequity", 15000 );
MaxPositions =  Optimize("MaxPositions", 3, 2, 5, 1);
PosSize = (90 / MaxPositions) * -1;  /* Try to keep 90% Equity at work */
PositionSize = PosSize;
SetOption("maxopenpositions", MaxPositions);

Jack Kinsey






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