Re: [amibroker] Backtest - Max Positions

["Ara Kaloustian" <ara1@xxxxxxxxxx>]

Thanks Graham

 

How silly of me not to think of your simple - elegant solution.

 

I must be at my desk too long!

 

 

Have a great day

 

A

----- Original Message -----

From: Graham

To: amibroker@xxxxxxxxxxxxxxx

Sent: Saturday, November 12, 2005 3:33 PM

Subject: Re: [amibroker] Backtest - Max Positions

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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Cheers
Graham
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