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Graham
Sorry, I had a look at this but can't locate the "bar volume
limitation" option on the AA settings. Where is this please? Also,
David, I haven't ticked "allow position size shrinking" so I'm
puzzled why I get partial fills.
TIA
Bernard
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> How about the settings for position size on bar volume limitation
(AA settings)
>
> --
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://www.aflwriting.com
>
>
> On 28/05/07, David Smith <david.smith5@xxx> wrote:
> >
> > Have you turned off "allow position size shrinking"?
> >
> > Perhaps alternatively you could set the minimum position value as
well.
> >
> > Dave
> >
> > > bernardedmond01 <bernardedmond01@xxx> 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@>
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@>
> > > > 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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