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Thanks
Tomasz.
A
little better clarification in the "help" files, something based on your
statements, would have cleared it up for me.
Thanks
again for the great support of your awesome product.
Scott
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
>
>
>
>
>
>
>
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
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