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I have worked it out - combination of wrong code and not
understanding some of the settings options. Thanks anyway.
--- In amibroker@xxxxxxxxxxxxxxx, "flintox" <flintox@xxxx> wrote:
>
> Hi
>
> This is probably a really obvious question, so apologies in
advance.
>
> I am trying to back test a system and set my position sizing per
> trade based on a maximum loss of $200 per trade, calculated using
my
> max stop loss, but when I backtest this, it is not working. My max
> losses are all over the place - some are only $15 and others are
$400
> so I must have done something wrong.
>
> Below is my code:
>
> InitialStop = 2.5*ATR(30);
> TrailStop = 4*ATR(30);
> MaxLoss = 200;
> PositionSize = MaxLoss/InitialStop;
>
> Sell = 0;
>
> ApplyStop (stopTypeLoss, stopModePoint, InitialStop, 1, False);
>
> ApplyStop (stopTypeTrailing, stopModePoint, TrailStop, 1, True);
>
> Any help would be greatly appreciated.
>
> Regards
> Sally
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