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Is that correct? It doesn't seem to work that way when I run it.
I specify each position size as $50,000 but I get partial fills.
When I look to see the actual trade in chart form, I see volume was
down that day...The position size in the report then shows the lower
position size.
--- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxx> wrote:
>
> Bernard,
>
> Look at positionSize in help.
>
> You can specify a fixed amount of $ for each trade. Only time you
can get a
> smaller amount would be if you did not have adequate funds left
for full
> position
>
> ----- Original Message -----
> From: "bernardedmond01" <bernardedmond01@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Sunday, May 27, 2007 4:47 PM
> Subject: [amibroker] Position Size problems
>
>
> > Apologies if this has been covered elsewhere, I couldn't find any
> > references here of past threads...
> >
> > I want to make sure that every position I enter has a full
position
> > size (which for my purposes is $50,000).
> > When I run the backtest, I see that on some occasions I enter a
trade
> > but it has a position size of say $5,000. I'm guessing this is
because
> > it had lower volume that day (correct?).
> > The reality is, I would pass on that trade.
> > I tried to fix this by having a MA(V,50)>100000 but this doesn't
> > always work since volume may be very volatile.
> > Can I say in my formula, buy if these conditions are met and
this is
> > the PS but don't take the trade if PS would be less than what
I've
> > stipulated?
> > TIA,
> > Bernard
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> > Yahoo! Groups Links
> >
> >
> >
>
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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