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PK,
Wow! Better guess right on Long or Short at 10,000:1 leverage!
PositionSize, when positive, refers to a fixed dollar amount. You must
trade AT LEAST the size of the MarginDeposit to get any trades.
There are many options that can be set in code. Have you tried this one?
SetOption("FuturesMode",True); //Requires True or False //NOTE: This is
insufficient. You must also check Futures mode in AA-Settings.
Some info from the Help section:
Position sizing
This is a new feature in version 3.9. Position sizing in backtester is
implemented by means of new reserved variable
PositionSize = <size array>
Now you can control dollar amount or percentage of portfolio that is
invested into the trade
* positive number define (dollar) amount that is invested into the
trade for example:
PositionSize = 1000; // invest $1000 in every trade
* negative numbers -100..-1 define percentage:
-100 gives 100% of current portfolio size,
-33 gives 33% of available equity for example:
PositionSize = -50; /* always invest only half of the current equity */
* dynamic sizing example:
PositionSize = - 100 + RSI();
as RSI varies from 0..100 this will result in position depending on RSI
values -> low values of RSI will result in higher percentage invested
If less than 100% of available cash is invested then the remaining
amount earns interest rate as defined in the settings.
There is also a new checkbox in the AA settings window: "Allow position
size shrinking" - this controls how backtester handles the situation
when requested position size (via PositionSize variable) exceeds
available cash: when this flag is checked the position is entered with
size shinked to available cash if it is unchecked the position is not
entered.
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of PKJR
Sent: Tuesday, June 20, 2006 14:39
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Testing - # of contracts
Tks for your help but the Point value is not up to me.. this Natural
Gas contract - specs here:
http://www.nymex.com/NG_spec.aspx
I used PositionSize=1 (shown on my pic) - before but that did not work
either.. the funny thing is that it works on just on underlying
contract..but not on composite created from the contract..
On 6/20/06, Terry <MagicTH@xxxxxxxxxxx> wrote:
> Okay, I see what you want now. You need to use a fixed value for
> PositionSize. AA automatically does compound testing and the number of
> contracts is varying with the amount of equity you have.
>
> Try this in your code:
>
>
> PositionSize = Param("Position Size",-100,-100,1000000,1);
> //Adjustable in Parameters
>
> Or just
>
> PositionSize = 9200;
> //Or a multiple thereof to trade more than 1 contract
>
> Maybe even this:
>
> numContracts = Param("Number of contracts to trade",1,1,100,1);
> PositionSize = 9200 * numContracts;
>
> I also question your Point value. Do you really want 10,000:1
leverage?
> --
> Terry
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