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PositionSize = MarginDeposit = 1; gives you a points only test result
to buy only one contract you use
PositionSize = MarginDeposit;
You need to define the margindeposit, pointsvalue, tickszie in the symbol
information (or for a single symbol you can just do it in the aFL)
Also make sure you tick the Futures in the AA settings window.
--
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 21/06/06, Terry <MagicTH@xxxxxxxxxxx> wrote:
>
> 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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