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Tomasz,
This may be a very silly question,but couldnt one position size using "Addtocomposite" to create a "counter"and divide that into ones open equity (or -100 as you suggested) to come up with the appropriate position size??
Allan
----- Original Message -----
From: Tomasz Janeczko <groups@xxxxxxxxxxxxx>
Date: Thursday, July 20, 2006 4:09 pm
Subject: Re: [amibroker] How to get # symbols where Buy == True to evenly divide equity?
> 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
> >
> >
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
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> >
> >
> >
>
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