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There's clearly no way to anticipate the # of signals, but you could split
your funds among the # of signals generated today, buy them at tomorrow's
open, and sell them at the close.
Bob
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On Behalf
Of intermilan04
Sent: Sunday, December 18, 2005 11:07 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Current Position Size
Hi all,
I'm trying to find a way to distribute my equity in such a way that I
get into every signal my system generates, and spend 100% of equity on
them as evenly as possible.
For instance, suppose my system generates 3 signals on a particular day.
I want to spend 33% of my funds on each. Say, next day comes around
and my system generates 4 signals this time. I want to spend 25% of
my funds on each.
Is there a way to implement such in Amibroker? I found a way to split
funds evenly based on "max position size," but this wouldn't utilize
my funds 100% when my system generates fewer signals than "max
position size."
Any help on this issue is greatly appreciated.
Regards,
intermilan04
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