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Dave
It does work exactly as you say.
Thanks for your help.
Bernard
--- In amibroker@xxxxxxxxxxxxxxx, "David Smith" <david.smith5@xxx>
wrote:
>
> Bernard, yes that is right as I understand it & appears to me in
the trade
> log. Take a look at the trade log to check for yourself, if your
set the
> margin at 10, & set a Positionsize of $10,000, that is what you
should see,
> a position size of $10,000 in the trade log.. However, only $1000
of
> capital is used (again check the equity curve).
>
> I tried the futures mode last night, & does same thing but presents
> differently. You don't have to multiply your deposit X leverage to
get
> position size, AB does it for you. It goes the other way though,
it also
> multiplies your risk value if you use risk based sizing.
>
> Again, I hope this is right. Try a few settings & read the trade
log to see
> if you are getting the position size you want.
>
> Cheers, Dave
>
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of bernardedmond01
> Sent: Wednesday, 2 May 2007 2:10 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Account Margin
>
>
>
> 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@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com,
> "David Smith" <david.smith5@>
> 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@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com
> [mailto:amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com]
> On Behalf
> > Of bernardedmond01
> > Sent: Tuesday, 1 May 2007 11:12 AM
> > To: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com
> > 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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