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I would say that roundlot sizes down to ensure you do not trade
greater than your trade size limit, as this is the way most position
size management techniques would work.
to do it to round up or down you would need to first determine te
posistion size, calculate the number of shares and round this, then
move back to positionsize based on the num shares. Sounds more complex
than it is. Here is a quick type in answer
PositionSize = 10000; //however you normally calculate it
PositionSize = round( PositionSize/BuyPrice/RoundLotSize)*BuyPrice*roundlotsize;
On 9/6/05, Mark H <amibroker@xxxxxxxxxxxxx> wrote:
> You may have misunderstood my question. I know the RoudLotSize setting. My
> question was is there a way to "rounding to the nearest" instead of
> "rounding down".
> Since I use dynamic position sizing, and have to use percentage for
> PositionSize, I can't just add "24.99* buyprice" to the PositionSize for
> roundlotsize=50.
> ----- Original Message -----
> From: eric paradis
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Monday, September 05, 2005 7:22 PM
> Subject: Re: [amibroker] round lot size
>
> use the RoundlotSize setting in your settings. When
> set to 1, 10, 100, etc Amibroker will round all your
> positions so that your backtested trades will all be
> rounded to your selected size.
>
> example trades
>
> XY 550
> AMAT 120
> GOOG 10
>
> etc
>
> --- Mark H <amibroker@xxxxxxxxxxxxx> wrote:
>
> > I understand round lot size is used to "rounding
> > down", from example, RoundLotSize=50, and position
> > size 3042 is rounded to 3000.
> > Is there a way to "round to the neast even number"?
> > like to 3050 in the above example, which makes more
> > sense.
> >
> > Thanks for any answers.
> >
> > - Mark
>
>
>
>
>
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--
Cheers
Graham
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Yes, I write AFL code to your requirements
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