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I'm not sure I used this with multiple symbols.
I have attached my SetOptions.afl file.
Look in there for what I did in detail.
I'm thinking it should apply.
Try it and see what happens (set margin in parameters with this code)
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of eric paradis
Sent: Saturday, October 29, 2005 15:47
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] margin account and position sizing
Terry thanks for your help.
Im having a problem making your code work because I
set my position size to 5% in each trade, wheras your
code seems to make this hard to do.
MaxTrade = 5;
marg_val = ParamToggle("Margin","50,100",1);
PS = Min(MaxTrade, percent);
PositionSize = - PS * (100/marg_val);
This code evaluates to so that 100% of my capital is
in each trade. Looking forward to any help you can
provide.
Thanks,
Erci
--- Terry <MagicTH@xxxxxxxxxxx> wrote:
> I have found, and maybe there is a better or more
> correct method, that
> to change margin to 50% in code you must DOUBLE your
> PositionSize to get
> the same answers you get when you don't have code
> and just set 50 in AA
> Margin Settings.
>
>
> So I do this:
> marg_val = paramtoggle("Margin","50,100",1);
> PositionSize = PositionSize * 100/marg_val;
>
> There are other settings I posted yesterday in a
> complete SetOptions.afl
> include file.
>
> In reality you are correct about margin. Your broker
> will not use margin
> unless/until you invest your entire account, and
> then it won't be double
> until you have invested double your entire account.
> This only makes
> sense, if you have the cash, why pay interest on
> borrowed money. Margin
> is not like futures (or Rydex) where you actually
> get 2:1 on your
> investment.
> --
> Terry
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx] On
> Behalf Of eric paradis
> Sent: Saturday, October 29, 2005 09:53
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] margin account and position
> sizing
>
>
> I have a question about what exactly happens to a
> system using margin. I have my margin set to 50%.
> The
> positionsize is -5. Both trades in the 100 and 50
> margin settings set the position to 5% of equity.
>
> My question then is this- Does the benefit of 50%
> margin only come in handy once ive used up all my
> available positions from the original 100% margin
> amount?
>
> Thanks,
>
> Eric
>
>
>
>
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