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PureBytes Links
Trading Reference Links
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Terry,
Do you
mean MORE than your original equity? If my first trade was a loser, say I lose
25% of a $40k initial equity. Wouldn't AB just size the next trade for the
remaining $30k? I am still confused about this.
I have
"Min. shares" set to 100 because I don't want to trade anything less than
that.
I have
"Round lot size" to 100 because I like round lot sizes of
100.
I have
"Limit trade size as % of entry bar volume" set to 1%.
I do
not have "Use previous bar equity for position size"
checked.
Is
there some kind of matrix somewhere which shows the relationship of the
different AA settings?
Thanks
for your time, Scott
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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Please note that this group is for discussion between
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To get support from AmiBroker please send an e-mail
directly to
SUPPORT {at} amibroker.com
For other support material
please check also:
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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:
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