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

RE: [amibroker] Question on Position Size Shrinking



PureBytes Links

Trading Reference Links

Title: Message
It will IF you check allow position size shrinking. That's what it's for. AB assumes you want to trade all your money and your initial equity is basically the minimum trade size unless you check this box. You can control, via code, PositionSize to something other than -100 (trade all your money to see compounded returns). If it's negative, it's a percent of portfolio, if positive it's an absolute (fixed return) amount per trade. Combined with Max open positions, this let's you trade a basket of stocks.
 
I just mentioned the other parameters so you were aware. Sometimes they keep you out of a trade you expected to get.
 
No matrix I'm aware of. Just the school of hard knocks :-)
 
Sorry if I'm telling you stuff you already know.
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Scott Mariani
Sent: Sunday, May 29, 2005 1:57 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Question on Position Size Shrinking

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
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On Behalf Of Terry
Sent: Sunday, May 29, 2005 3:35 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Question on Position Size Shrinking

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
|
|
|
| ------------------------ Yahoo! Groups Sponsor
| --------------------~-->
| Has someone you know been affected by illness or disease?
| Network for Good is THE place to support health awareness
| efforts! http://us.click.yahoo.com/Rcy2bD/UOnJAA/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
|
|
|

|
|



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





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





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