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-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On Behalf
Of Alex Dolaptchiev
Sent: Wednesday, September 14, 2005 8:18 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] System testing question
I have spent some time familiarizing myself with AFL and coding
indicators and simple systems, but I now want to really test some
ideas and I first need some questions answered as to AB's
capabilities.
1. I want to look at a system which has say 10 commodities
2. These ten would comprise the portfolio
3. I would like to set portfolio capital at risk 15%
4. Within the portfolio I would like to set the maximum risk per
commodity not to exceed 3%
5. I would like position size to increase/decrease in each commodity
individually as certain system rules are met while maintaining rules
for the portfolio.
Is this a capability in AB or is this outside of what AB can do???
Thanks in advance to any replies.
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