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Dave
Does this mean that even though the PositionSize is the same as the
Capital ($10,000) the position value that is reflected in the trade
log is 90:10 CFD borrowings? In other words, "Capital" is your money
and PositionSize is the combination of $9,000 CFD borrowings and
$1,000 your money?
Bernard
PS - Sorry for getting you in trouble with the "mahdi".
--- In amibroker@xxxxxxxxxxxxxxx, "David Smith" <david.smith5@xxx>
wrote:
>
> 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@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.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@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com
> [mailto:amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com]
> On Behalf
> > Of bernardedmond01
> > Sent: Monday, 30 April 2007 9:56 PM
> > To: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.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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