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Hello,
Custom backtester and it is pretty easy.
This example
http://www.amibroker.com/kb/2006/03/06/re-balancing-open-positions/
can be easily modifed to achieve what you after.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Terry" <MagicTH@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, January 08, 2007 4:21 PM
Subject: RE: [amibroker] Not Compounding profits in backtester
> Custom backtest procedure can do this...not a simple project.
> --
> Terry
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
> Of brentonfx
> Sent: Monday, January 08, 2007 05:10
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Not Compounding profits in backtester
>
> Hi
>
> I there a way to stop the backtester from compounding profits?
>
> I want to simulate taking out all of my profits as they are earned,
> and continuing to trade with only my initial equity, for example
> $100k. If I use fixed trade size of say $25k it's easy, I just set
> the max open positions to 4. But I want to test a system that uses
> variable trade sizes, and if I've taken trades of less than $25k then
> I want to be able to take more than 4 trades.
>
> If I don't limit the max open positions, the backtester just takes
> more and more positions at once as the test progresses and equity
> grows, so my market exposure ends up being way more than the $100k max
> that I want to limit it to at any time.
>
> Is there a way to do this?
>
> Thanks
> Brenton
>
>
>
>
> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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>
>
>
>
>
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