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Hello,
You would need to use custom backtester procedure.
Check how many symbols generate buy (iterate through signal list)
and then use -100/sigqty formula to assign position size to signal list.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "onlyobsession2k3" <jmpatton@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, July 20, 2006 10:05 PM
Subject: [amibroker] How to get # symbols where Buy == True to evenly divide equity?
> Hi, I'd like my algorithm to size each position so that it is evenly
> dividing my equity among the stocks that met my criteria. In other
> words, I want the number of open positions to equal the number of
> symbols I found where Buy == True, and the position size as a % of
> equity would be equity / num symbols. So if 5 stocks met my criteria,
> they would each get 20% of my equity. If I found 10 stocks, they'd each
> get 10%, etc.
>
> Any tips on how to accomplish this?
>
> Thank you,
>
> Joel
>
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