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How about the settings for position size on bar volume limitation (AA settings)
--
Cheers
Graham
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On 28/05/07, David Smith <david.smith5@xxxxxxxxxxxxxxx> wrote:
>
> 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
> 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.
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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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