|
PureBytes Links
Trading Reference Links
|
Hello,
"Allow position size shrinking" is designed to control operation of the backtester
IF you are USING PositionSize variable.
If you do not use PositionSize variable in your code (or SetPositionSize() function call)
then it is recommended to keep "Allow position size shrinking" ON.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Scott Mariani" <mariani@xxxxxxxxxx>
To: "AmibrokerYahooGroups" <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, May 29, 2005 8:50 PM
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
>
>
>
>
> 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
>
>
>
>
>
>
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
In low income neighborhoods, 84% do not own computers.
At Network for Good, help bridge the Digital Divide!
http://us.click.yahoo.com/EpW3eD/3MnJAA/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/
|