PureBytes Links
Trading Reference Links
|
Hi, what if you try
Ref(Equity(),-1) for your equity
--- joachim1080 <joachim1080@xxxxxxxx> wrote:
> 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!
>
>
>
>
>
__________________________________________________
Do You Yahoo!?
Tired of spam? Yahoo! Mail has the best spam protection around
http://mail.yahoo.com
------------------------ Yahoo! Groups Sponsor --------------------~-->
Make a difference. Find and fund world-changing projects at GlobalGiving.
http://us.click.yahoo.com/PcNrnD/PbOLAA/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/
|