RE: [amibroker] Position Size question

["david" <dwei9361@xxxxxxxxxxxxxx>]

OK, I think I was looking at another Varp example first which put me in a
spin, in the user guide (Back-testing your trading ideas), the other example
within "Portfolio-level Backtesting" allows me to compare apples with apples
so to speak, this looks right . 

 

PositionSize = Max(-2*BuyPrice/(2*ATR(10)),-10);

 

Regards

 

Dave

 

 

 

  _____  

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of david
Sent: Sunday, 9 July 2006 9:28 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Position Size question

 

 

Hello, I was wondering how to use Tharp's ATR position sizing (example in
users guide), but limit the position size to a "maximum" of 10% of trading
capital ?

 

Many thanks

 

Regards

 

Dave