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Thankyou for your reply Graham :) I was afraid of that... from what
little I have seen of the advanced backtesting code sounds like a
nightmare from a documentation point of view, are there any good help
files for it yet?? Can anyone point me to the examples, I find this
yahoo board very hard to search...
In the meantime I have done a work around by copying the ~~~EQUITY
ticker after the 1st backtest eg to ~~~EQUITY2 and then referencing
that for a second run to set position size, which seems to work ok. eg
e = Foreign("~~~EQUITY2", "C");
Leverage=IIf(e>MA(e,15),50,25);
SetPositionSize(Leverage, 2 );
Can anyone suggest a neat way to duplicate the ~~~EQUITY ticker or any
for that matter in normal backtesting code??
Thankyou again,
James.
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
>
> 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@xxxx> 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
> >
> >
> >
> >
> >
> >
> >
>
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