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I have a little problem with equity function and positionsizing.
Please help with the following AFL-Code which does not work
correctly:
Buy=...buyrule;
Sell=0;
Short=...shortrule;
Cover = 0;
ApplyStop(stopTypeLoss, stopModePercent, 2, ExitAtStop = 1 );
ApplyStop(stopTypeProfit, stopModePercent, 4, ExitAtStop = 1 );
SetOption( "InitialEquity" , 10000) ;
SetOption( "AllowSameBarExit" , True ) ;
SetOption( "AllowPositionShrinking" , True ) ;
SetOption( "ReverseSignalForcesExit" , True ) ;
SetOption( "FuturesMode" , True ) ;
MarginDeposit = 1000;
PointValue = 10;
e=Equity();
PS=IIf(e>10000,2000,1000);
PositionSize=ps;
In this code I tried to check if equity is bigger than InitialEquity
to buy one or two future-cantracts. But the result of this is
totally wrong. O.k., backtesting with this code the first trades
seem to be o.k. But at a certain point only one contract is bought
also if the equity is higher than 100000 $. Whats wrong with this???
Thanks for help!
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