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

["supistarde" <supistarde@xxxxxxxx>]

what do you mean with "mid-level custom backtester interface
"?

--- In amibroker@xxxxxxxxxxxxxxx, "gp_sydney" <gp.investment@xxx> 
wrote:
>
> 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@> 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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