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

[Graham <kavemanperth@xxxxxxxxx>]

Try this

PositionSize = Max( -1/ShareRisk*BuyPrice, -10 );

-- 
Cheers
Graham
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On 06/05/07, polomorabe <paul.moore@xxxxxxxxxx> wrote:
> 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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