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

[amibroker] PositionScore & % Equity Trades



PureBytes Links

Trading Reference Links

I'm trying to use PositionScore in a portfolio-level backtest. It
seems to mess up my settings of having each trade be the same amount
in terms of % of equity. In AFL I have:

SetPositionSize(25, spsPercentOfEquity);
PositionScore = MyRankCalc;

But when I backtest, I get multiple trades in a single day, and some
of the trades have a Position Value of $12,000, and another is $19. It
doesn't seem to be buying shares in accordance with the 25%/equity
setting.

So how can I rank my buy signals yet still have each trade by the same
dollar amount?

Thanks in advance,

Joel





------------------------ 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/