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Fred,
posqty = 2; says Position quantity = 2. Used in conjunction with
Position size = -100/posqty; saying 50% of equity in each position.
This is the same code as is in the documentation on Portfolio
trading.
Bill
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx> wrote:
>
> PosQty ?!
>
> --- In amibroker@xxxxxxxxxxxxxxx, "billbarack" <wbarack@xxxx>
wrote:
> >
> > I am looking at the details of a simple portfolio trading system
that
> > has posqty = 2. At times, when a buy is signaled, it only buys
one
> > fund and leaves the second position is cash. My Positions score
os ROC
> > (Close,15).
> >
> > Any thoughts as to what may be happening? Why doesn't it buy the
> > second position?
> >
> > Bill
> >
>
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