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use Equity() instead of capital. It should update the
values to include your most current capital.
If not, you'll need the custom backtester
--- Geoff Mulhall <geoffmulhall@xxxxxxxxxxxxxxx>
wrote:
> Hi,
>
> Thanks for replying - but I don't seem to have
> explained this
> properly I expect.
>
> As soon as a position has its trailing stop above
> the buy price there
> is no more risk with that position - so another
> position can be
> opened with the risk still being kept to 5% of
> capital.
>
> Limiting open positions to a fixed number is the
> problem that I want
> to get around.
>
> I could have 1000 open positions and as long as the
> trailing stop for
> each is above their buy price there is no risk. I
> can open another 10
> positions with risk 0.5% of total equity and keep by
> risk to 5% of
> capital.
>
> Note I now have a lot more capital as I have 100
> open positions in
> profit and I now want to risk .5% per trade of that
> equity on the new
> 10 positions.
>
> Geoff
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Paul Ho"
> <paultsho@xxxx> wrote:
> >
> > correction
> > numshares = 0.05 * capital/(entry - stop)
> >
> > Paul
> >
> >
> > _____
> >
> > From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx]
> On Behalf
> > Of Paul Ho
> > Sent: Wednesday, 4 January 2006 10:34 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: RE: [amibroker] BackTest Question
> >
> >
> > a bit of algebra
> > max 5% means you can have only 10 open positions
> > use setoption ("maxopenpositions", 10);
> > risk per trade = (entry - stop) * numshares = 0.05
> * capital
> > ie numshares = (entry - stop)/(0.05 * capital);
> > setpositionsize (numshares, spsshares);
> > that should do the trick
> >
> > Paul
> >
> >
> > _____
> >
> > From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx]
> On Behalf
> > Of Geoff Mulhall
> > Sent: Wednesday, 4 January 2006 11:21 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] BackTest Question
> >
> >
> > Hi,
> >
> > Wonder if this is possible and if there is an
> example of the AFL
> code.
> >
> > Is it possible to set the number of open positions
> in backtest
> > according to a total percentage risk amount as
> follows.
> >
> > I have starting trading capital of $100,000. I
> only ever want to
> have
> > a total dollars at risk of say 5% of that capital
> - however as my
> > equity increases I also want to have a total at
> risk 5% of that
> > increasing equity on each new trade.
> >
> > I only want to risk say 0.5% of capital per trade
> where the number
> of
> > shares to buy is Risk Amount / (entry price -
> stop price) - BUT
> the
> > number of trades is set such that the total at
> risk is 5% of total
> > equity.
> >
> > As each share increases in price the trailing stop
> rises, the at
> risk
> > amount decreases for that trade and more positions
> can be entered.
> > Also more positions can be entered if the trailing
> stop is hit on a
> > particular trade and that trade is closed out.
> >
> > Thanks,
> >
> > Geoff
> >
> >
> >
> >
> >
> > 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
> >
> >
> >
> >
> >
> >
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=== message truncated ===
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