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Re: [amibroker] Re: Position Size problems



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Have you turned off "allow position size shrinking"?

Perhaps alternatively you could set the minimum position value as well.

Dave

> bernardedmond01 <bernardedmond01@xxxxxxxxxxx> wrote:
> 
> 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
> > >
> > >
> > >
> >

David Smith
55 OLIVIA PLACE
PULLENVALE, 4069
Ph: 3374 4819
Mob: 0411 120 952


Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to 
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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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For other support material please check also:
http://www.amibroker.com/support.html
 
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