[amibroker] Variable position sizeing?

["Erik Skyba" <eskyba@xxxxxxxxxxxxx>]

    If I have 3 funds reprehensive of different asset classes. How do I run a PSO optimization finding the best percentage allocation for each fund. There is no buy or sell action. I need a minimum allocation of 10% in each asset class. I want to create the best allocation mix with the PSO optimization finding the best allocation. How do I get the position sizing to change as the optimization runs?

 

I was working with this piece of code:

 

PositionSize= (Name()=="fund1")*-optiA + (Name()=="fund2")
*-optiB + (Name()=="fund3")*-optiC;

 

 

Thanks,

 

Erik SKyba

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