[amibroker] Re: Why isn't my position size increasing?

["rangaroopa2000" <rangaroopa2000@xxxxxxxxxxxx>]

Hi,

Hmmm looks like I'm going over old ground after reading this thread:

http://finance.groups.yahoo.com/group/amibroker/message/78342

http://www.amibroker.com/guide/a_custombacktest.html
I take it from looking at the above document, the "mid-level approach"
may be able to do it ie: allows to modify signals, query open
positions (good for advanced position sizing).

MY QUESTION -> has anyone come up with this "mid-level approach" where
a percentage of capital is used for positionsizing pleeeeease? Can you
share it?

Thanks, Rangar.


--- In amibroker@xxxxxxxxxxxxxxx, "rangaroopa2000"
<rangaroopa2000@xxxx> wrote:
> Hi,
> 
> Graham helped me with this the other day and I have been testing it
> and I expected that the position size would increase as the equity()
> increases but it isn't!
> 
> Here is my latest position sizing:
> --------------------------------------
> Risk         = 0.02;   //2% of capital
> MinPer       = 0.07;   //7% of capital
> MaxPer       = 0.10;   //10% of capital
> 
> Capital      = Ref(Equity(),-1)
> MinTrade     = Capital * MinPer;
> MaxTrade     = Capital * MaxPer;
> RiskPS       = (Capital * Risk) / (BuyPrice - InitialStop);
> 
> PositionSize = Min(MaxTrade, RiskPS);
> 
> Buy = Signal AND PositionSize > MinTrade;
> --------------------------------------
> 
> It uses % risk, a minimum trade size and a maximum trade size.
Problem
> is the position size does not increase as equity increases. The
> maximum trade size is 10% of the "initial" equity as shown in the
> Report.
> 
> Is this the way to increase (or decrease) position size based on
your
> capital please?
> 
> Thanks, Rangar




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