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[amibroker] RE: portfolio backtest&pos.size



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>Probably this problem was already discussed here, but I 've not found
>the case.
>How to distribute the equity between ALL positions equally every
>day? Neither constant value nor percentage positionsize solves this
>problem - on different days you may have different number of stocks
>to trade.
>
>Thanks in advance, Dmitri

I may not have answered your question directly. I'll try again.

SetOption( "initialequity", TodaysEquity );  // A field with todays Equity
MaxPositions =  TodaysPositionCnt; A field with today number of positions
PosSize = (90 / MaxPositions) * -1;  // keep 90% Equity at work
PositionSize = PosSize;
SetOption("maxopenpositions", MaxPositions);





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