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Yes, see portfolio backtesting and pyramiding in help tutorial and AFL sections
On 9/15/05, Bob Jagow <bjagow@xxxxxxxxxxxxx> wrote:
> Most anything's possible.
> Your mileage could vary 8-)
>
>
> -----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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>
>
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>
> 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
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--
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
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