RE: [amibroker] Re: Account Margin

["David Smith" <david.smith5@xxxxxxxxxxxxxxx>]

Title: Message

Hi Bernard,

 

try the following.  As I understand position sizing, when you set position size it is setting the actual postion bought, so a $1000 deposit on 10 % margin will be a position size of $10000.  It also depends if you meant actual risk per trade or you meant a deposit of $1000 per trade (this is also called fixed position size).

 

For fixed position size, this is simply as follows ( I like to set everything in my code rather than using the tester). 

Capital = 10000; // Initial Capital $10,000

Margin = 10; // Margin 10 % CFDs

// Position Sizing

PercentCapitalpertrade =  10; // ie $1000 out of a $10K account

PositionSize = Capital * PercentCapitalPerTrade / Margin;

// Initial Trade Parameters

SetOption("InitialEquity", Capital );

SetOption("MarginRequirement", Margin); // CFD trading requiring 10 % margin

 

 

Alternatively you can just set PositionSize =10000;  // ie $1000 deposit on 10 % margin

 

For $1000 risk, you need to set the risk according to the stop value.  Check the user manual for this full explanation of this. 

 

Positionsize = -2*BuyPrice/(StopDelta);

 

Cheers, Dave

 

 

 

etc....

 

 

-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of bernardedmond01
Sent: Tuesday, 1 May 2007 11:12 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Account Margin

David
Further to my earlier post - if I can't use "positionsize = -10",
how do I go about saying therefore that I have a starting equity of
say, $10,000, with purchasing power of $100,000 (account margin of
10) but I only want to risk $1,000 per trade?
Bernard

--- In amibroker@xxxxxxxxxps.com, "David Smith" <david.smith5@...>
wrote:
>
> Have you overriden the margin settings in your code & set to 100,
or perhaps
> set PositionSize in code to a fixed value. This would cause this
to occur.
>
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxps.com [mailto:amibroker@xxxxxxxxxps.com]
On Behalf
> Of bernardedmond01
> Sent: Monday, 30 April 2007 9:56 PM
> To: amibroker@xxxxxxxxxps.com
> Subject: [amibroker] Account Margin
>
>
>
> Hi All
> Why is that when I change my account margin setting (e.g. from 100
to
> 10) it does not change/affect my position size? I have read
through the
> manual and searched on here for any clues but I can't find what
I'm
> doing wrong. Any ideas?
> Cheers
>

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