|
PureBytes Links
Trading Reference Links
|
In order to address the backtest equity you must do this in the
advanced backtesting code.
In normal AFL it only address equity for each ticker
There are some examples posted here or could be in help on method to
size the trades according to backtest equity
--
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 1/7/06, jimmyzee1975 <jameswillia@xxxxxxxxxxx> wrote:
> Hello everyone,
>
> I wonder if someone can help me?? How would I go about adjusting my
> position size according to portfolio equity??
>
> eg i have tried
>
> e=Equity();
> Leverage=IIf(e>MA(e,15),50,25);
> SetPositionSize(Leverage, 2 );
>
> However this doesnt seem to work, i assume because its only testing on
> individual share equity, not the entire nasdaq market i am backtesting
> on??
>
> Thankyou for your help,
>
> James.
>
>
>
>
>
>
>
>
>
> 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
>
>
>
>
>
>
>
------------------------ 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/
|