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Why not use Ref(Equity(),-1) instead?
It may be that pulling the foreign data isnt working
because the backtester is looking for the data in the
database only.
--- Andrew Z <wizard@xxxxxxxxxxxxxxx> wrote:
> G'day all,
>
> I'm trying to write a positionsize element into my
> code. After a bit of
> searching and tweaking I've come up with this:
>
> eq = Foreign("~~~EQUITY", "C");
> size = eq * 0.02; // work out 2% of total equity
> PositionSize = size / 40; // numbers of lots to
> buy/sell
>
> What I'm trying to do is work out my 2% risk (of
> total Equity) and use
> that value to work out my positionsize (how many
> lots I can buy/sell).
>
> On an exploration all data seems to behave
> correctly. size changes as
> equity rises and falls and, consequently, my
> position size follows suit.
>
> However, when I backtest my code with the Foreign
> line above I get 0
> results.
>
> Can any shed some light on this please?
>
> Thanks,
> Andrew.
>
>
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