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PureBytes Links
Trading Reference Links
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Position Size Shrinking let's you take a trade with LESS than your
original equity. If it's not checked and your first trade is a loser,
you don't get any more trades. There are other things that affect your
trading too such as minimum shares, round lot size, use previous bar for
equity and limit trades size as % of equity. These are all in
AA->Settings.
--
Terry
| -----Original Message-----
| From: amibroker@xxxxxxxxxxxxxxx
| [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Scott Mariani
| Sent: Sunday, May 29, 2005 12:51 PM
| To: AmibrokerYahooGroups
| Subject: [amibroker] Question on Position Size Shrinking
|
|
| In the AA Backtester Settings there is a option to "Allow
| position size shrinking". This option makes a huge difference
| in my results. I need to understand what AB is doing when it
| is checked so I can replicate it in my real trading. Below is
| the help description:
|
| "If you mark this box AmiBroker will shrink down positions if
| available equity is less than requested position size (via
| PositionSize variable). If this box is unmarked positions
| will not be entered in such case."
|
| This help statement is not really clear to me. Does AB
| determine "requested position size" independent of available
| equity? I am not using any "PositionSize" variables in my
| formula. Is there another "setting" that controls "PositionSize"?
|
| Could someone explain how I relate this to trading my signals?
|
| Thanks, Scott
|
|
|
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