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[amibroker] Re: Individual Position Sizing



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Very much appreciated.  Exactly what I was looking for.

David

--- In amibroker@xxxxxxxxxxxxxxx, "Christoper" <turkey@xxxx> wrote:
> 
> Simply - Name() is what you're looking for.
> 
> Also if you are grouping stocks into baskets, you can either
> (a) use strings:
> basket1 = "C,AAPL,CSCO";
> basket2 = "T,XYZ..";
> then use - strfind(basket1, name())... to determine which basket the
> stock is in.
> 
> (b) or dont' use Name() at all, and just reference marketid, 
groupid,
> industryid, from AFL.
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "David" <junk@xxxx> wrote:
> > 
> > In doing a portfolio backtest, is it possible to assign a 
different 
> > position sizing to one group and a different one to another?  I 
want to 
> > see the combined performance of a basket of stocks and a basket 
of 
> > futures on one equity curve so I figured I would just combine the 
list 
> > being tested.  This being possible because I am using the same 
trading 
> > system for both.  However, I want have a different position size 
for 
> > both groups.  I would assume it would look something like this 
except 
> > needing to place an "OR" for each stock, etc.:
> > 
> > iif(security == "ticker",positionsize = 5000, positionsize = 
10000);
> > 
> > But I am not sure how to reference the security the backtester is 
> > currently testing.  I tried looking in the manual but I am not 
exactly 
> > sure what I would be asking to search.
> > 
> > David
> > 
> > P.S.:  I appreciate all the help found in this forum.  It is an 
amazing 
> > resource.





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