PureBytes Links
Trading Reference Links
|
~~~Equity symbol is not produced until after the backtest is complete,
so cannot be used within the AFL code, except in advanced backtest
coding
You can use negative values to define size as percent of equity, which
uses the backtest equity value during a backtest
Try this
CapitalRiskPcnt = -1;
TharpPosSize = ( CapitalRisk / TradeRisk ) * BuyPrice ;
MaxEquityTrade = -20;
PositionSize = Max (MaxEquityTrade , TharpPosSize );
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
On 22/10/2007, justinwonono <justinwonono@xxxxxxxxxxxx> wrote:
> Hi
> I'm using the the following code to calc the Pos Size -
>
> CapitalRiskPcnt = 0.01;
> MaxCapInTradePcnt = 0.2; // limit trade size to max 20% equity
> CapitalRisk = CapitalRiskPcnt * Foreign("~~~EQUITY", "C") ;
> MaxEquityTrade = MaxCapInTradePcnt * Foreign("~~~EQUITY", "C") ;
> TharpPosSize = ( CapitalRisk / TradeRisk ) * BuyPrice ;
> PositionSize = Min (MaxEquityTrade , TharpPosSize ); //
>
> & I also have Equity(1) defined for the charts.
>
> What I notice is that when I first start AB & select Analysis from the
> "Charts" window to run the backtester, the position size seems to
> ignore my 20% limit ie up to 100% capital can be allocated to the
> position size. Or if I select the afl file from the "Pick" button
> seems to give the wrong results. Or changing from "selected symbol" to
> " "use filter" seems to also do the same.
>
> But if I eg.select "Edit" (& maybe also compile(or code check)then run
> the backtester the 20% limit is correctly applied
>
> It seems like the compiled code is not being refreshed or something.
> Is there some way to force a refresh, or a set procedure I need 2 do?
> Or could it have something to do with the above code. I am also using
> the current beta version, but I think I've had this issue before.
>
> Any assistance or info will be greatly appreciated.
>
> Regards
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|