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PureBytes Links
Trading Reference Links
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Shane,
Might be better to post the code here as you need to register to view
ReefCap.
Cheers
--- In amibroker@xxxxxxxxxxxxxxx, "michael_shane_baker" <plusnq@xxx>
wrote:
>
> Hi Tomasz,
>
> My understanding is that Ami calculates its position sizing from
open
> equity. Recently on Reefcap.com
>
> http://lightning.he.net/cgi-bin/suid/~reefcap/ultimatebb.cgi?
> ubb=get_topic;f=49;t=000139;p=3#000034
>
> some code was posted to allow the user to plot the closed equity
curve
> as well as the open equity curve. Would it be possible to plot all
> three equity curve types, open, closed and total reduced equity
> (closed trades plus open trades at stop) and then allow the user to
> reference the appropriate curve value for their position sizing eg
1%
> of open, closed or total reduced equity curve value for
> fixedfractional position sizing).
>
> Cheers and thanks
>
> Shane
>
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