[amibroker] Re: Code Help: Advanced PositionSizing

["vlanschot" <vlanschot@xxxxxxxxx>]

Use the CBT. In general, see 
http://www.amibroker.com/kb/category/afl/custom-backtest/

In particular:

eq = bo.Equity();

and use this (TJ's) function to find the value of equity at the 
previous bar:

function FindPrevEquityAtDateTime( eq, dt, Value ) 
{ 
   found = -1; 
   for( i = 0; i < BarCount AND found == -1; i++ ) 
   { 
      if( dt[ i ] == Value ) found = i; 
   } 
	
   return IIf( found != -1, eq[ found-1], Null ); // Eq at start of 
trade
} 


PS
--- In amibroker@xxxxxxxxxxxxxxx, "dralexchambers" <dralexchambers@xxx> 
wrote:
>
> I am using "SetPositionSize(xxxx,spsShares)" to set my PositionSize. 
> This sets the number of contracts to use in a futures backtest.
> 
> I would like xxxx to be related to the current Equity in the backtest 
> the following way:
> 
> xxxx = 7 by default;
> If current Equity at current trade > 20000, then xxxx = 10
> If current Equity at current trade > 30000, then xxxx = 11
> 
> There are other rules for xxxx, but all are related to current Equity.
> 
> Could anyone help me with this please - thanks.
>




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