Re: [amibroker] Exposure: What is it, How is it calculated by AB and How do margin and scaling affect it in AB?

["Tomasz Janeczko" <groups@xxxxxxxxxxxxx>]

Single bar exposure is
(Value of all currently open positions)/(Total Equity)

(where total equity is value of all open positions plus all available funds).

Now this single bar exposure is summed up for all bars and divided by number of bars
to get system exposure.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "dingo" <dingo@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, March 03, 2007 8:22 PM
Subject: [amibroker] Exposure: What is it, How is it calculated by AB and How do margin and scaling affect it in AB?


> Better known as "Exposure, The Trifecta".
> 
> Its hard out there for a duude!  Anyone care to explain?
> 
> d
> 
> 
> 
> 
> 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:
> http://www.amibroker.com/devlog/
> 
> For other support material please check also:
> http://www.amibroker.com/support.html
> 
> Yahoo! Groups Links
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> 
> 
> 
>


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