[amibroker] Re: backtest: growing position size and maximum position size

["gp_sydney" <gp.investment@xxxxxxxxx>]

As far as I'm aware, you can't use the Equity() function for position
size control or any other buy/sell rules, since it needs to evaluate
all those rules first to come up with the equity.

And I don't believe you can set two different types of position size
rule at the same time.

I would say you need to use the mid-level custom backtester interface
to be able to make your buy/sell conditions (including position size)
dependant on the current portfolio equity.

GP


--- In amibroker@xxxxxxxxxxxxxxx, "supistarde" <supistarde@xxx> wrote:
>
> HI community,
> 
> I have the following question: How can I let the position size grow
> with the equity and how can I set a maximum level?
> I tried:
> SetPositionSize( 20, spsPercentOfEquity );
> SetPositionSize( 20,  spsShares ); 
> or:
> IIf(Equity()<200000,PositionSize = -20,20); // use 20% of equity
> 
> but it does not work (intraday 5min, future mode)
> 
> Regards!
>




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