Re: [amibroker] Backtest - Max Positions

[Graham <kavemanperth@xxxxxxxxx>]

you do not seem to want the number of positions to be less than the maximum possible eg if equity 50,000 you can have 2x20k positions or if 110k the 5 positions.

 

Why not just use a maxposoition far greater than would be possible. eg numpositions =10000

 

On 11/13/05, Ara Kaloustian <ara1@xxxxxxxxxx> wrote:

I would like to compute Max number of positions based on Equity ,,, my attempts seem to produce erroneous results:

 

// Specify no value for Max_Pos ... assume only limit is amount of equity available,

//SetOption("MaxOpenPositions",Max_Pos);

//Make each Position Size $20,000

SetPositionSize(20000,spsValue);

 

Above code does not invest all available funds.

 

 

 

Also tried this:

Max_Pos = Round(SelectedValue(Equity(0,0)) / 20000);

SetOption("MaxOpenPositions",Max_Pos);

 

but looks like Equity() is evaluated at starting date only, so Max_Pos remains a constant

 

Thanks

 

Ara

 

 

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