|
PureBytes Links
Trading Reference Links
|
Can you please be more specific?. Where is the advanced backtest
documentation?. An example will help....
Thanks
-------------------------------------------------------------------
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
>
> You will need to use the advanced portfolio backtest code to assign
> trade size on past performance
>
>
> --
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://e-wire.net.au/~eb_kavan/ab_write.htm
>
>
> On 12/20/05, cagigas00 <cagigas00@xxxx> wrote:
> > This way I trade with a fixed risk of 6% of equity and several
> > positions to find the better combination of positions and risk:
> >
> > //-----------------------------------
> > n=Optimize("num positiones",2,1,6,1);
> > SetOption("MaxOpenPositions", n );
> >
> > rsk=Optimize("riesgo",6,1,16,1);
> > Risk = rsk*0.01* Equity(1);
> > Shares = risk/ATR(10);
> > PositionSize = shares * BuyPrice;
> > //-----------------------------------
> >
> > How can I reduce the risk to 3% after a loss. If previous trade
was a
> > loser then rsk=3. How can I write that in AFL?
> >
> >
> >
> >
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Try Online Currency Trading with GFT. Free 50K Demo. Trade
24 Hours. Commission-Free.
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~->
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|