[amibroker] Backtest: specifying position size in terms of compounded capital c,ount

["polomorabe" <paul.moore@xxxxxxxxxx>]

Hello,

I noticed in the User Manual that using a negative value for
PositionSize specifies the percentage of current capital per trade.
How can I combine this with defining the maximum risk per trade?

For example, the following specifies the position size as the minimum of:
  - the value of 1% of the initial capital
  - the share risk of 0.1% of the initial capital. 
How can it be specified as a percentage of the compounded capital amount?

Many thanks,
Paul

// Setup portfolio 
Capital = 100000;
SetOption("InitialEquity", Capital );
SetOption( "MaxOpenPositions", 10 ); 
SetOption( "CommissionMode", 3 );
SetOption( "CommissionAmount", 0.01 );
ShareRisk = BuyPrice - Ref(L,-BarsSince(Buy)-1);
PositionRisk = 0.01 * Capital;
PositionSize = Min(( PositionRisk/ShareRisk ) * BuyPrice, Capital * 0.1);




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