|
PureBytes Links
Trading Reference Links
|
In settigs you can sleect to use previous bar equity for sizing
position, tick this
If you use current bar it already includes any trades made on that bar
On 9/9/05, eric paradis <thechemistrybetweenus@xxxxxxxxx> wrote:
> 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
>
>
>
> 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
>
>
>
>
>
>
>
>
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm
------------------------ Yahoo! Groups Sponsor --------------------~-->
Help tsunami villages rebuild at GlobalGiving. The real work starts now.
http://us.click.yahoo.com/njNroD/KbOLAA/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/
|