[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: portfolio backtest&pos.size



PureBytes Links

Trading Reference Links


>Thanks for concern, I've got just one more question - how to
>determine "TodaysPositionCnt" variable? i.e. how to calculate the
>number of stocks in portfolio for particular day?

I suspect for that kind of sizing & Variable Equity you need to be
coding that part in the "Advance Backtester". In the Help file they
referance 

* position sizing based on portfolio-level equity

I have just started to look at that with the helpfull samples they
have in the Help file. (Very Recent Versions).

Jack Kinsey









------------------------ Yahoo! Groups Sponsor --------------------~--> 
What would our lives be like without music, dance, and theater?
Donate or volunteer in the arts today at Network for Good!
http://us.click.yahoo.com/Tcy2bD/SOnJAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com

For other support material please check also:
http://www.amibroker.com/support.html

 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/