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That, from my observations, will not give you the portfolio equity but
equity for testing as individual symbols.
--
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 12/21/05, cagigas00 <cagigas00@xxxxxxxx> wrote:
> Graham,
>
> Ignore my previous message. I found it.
>
> profit=equity(1)-valuewhen(buy,equity(1));
> if profit > 0 then rsk=3 else rsk=6
>
> How can I see if previous trade was long or short?
>
> Oscar
>
> ------------------------------------------------------
> --- 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?
> > >
> > >
> > >
> > >
> >
>
>
>
>
>
>
>
> 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:
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>
>
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>
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