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You can't do any flavor of optimization w/o optimization statements.
--- In amibroker@xxxxxxxxxxxxxxx, "Erik Skyba" <eskyba@xxxx> wrote:
>
> 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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