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RE: [amibroker] What's wrong with my formula (trouble with custombacktest)



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Glad, I could help!  8-)
 
d


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Louis Préfontaine
Sent: Saturday, March 22, 2008 9:17 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] What's wrong with my formula (trouble with custombacktest)

Hi Graham,

Wouldn't it be implicit to AB that if I set a maximum of 5 trades (SetOption("MaxOpenPositions", 5 );)  each would be about 20%?

Anyway I added SetPositionSize( 20, spsPercentOfEquity );  and it works well...  But I thought this was custom backtest;  I still have a lot to learn I guess!

Thanks for your patience!

Louis


2008/3/22, Graham <kavemanperth@xxxxxxxxx>:

Now we can answer what your real problem is.
You need to specify a Positionsize, if not defined then AB assumes 100% of equity is used per trade, thus only one trade at one time


--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com


On 23/03/2008, Louis Préfontaine <rockprog80@xxxxxxxxx> wrote:
Well, sorry for posting "code that has no relevance at all"  (still, in the manual it looks like setoption has a relevance to customizing backtesting...), but I just can't see what is the problem.  

If I use auto-analysis and try to backtest my list of tickers, it won't do more than one trade at a time EVEN IF I click on "settings" and change the max number of positions to 10.   The only way I could have more than one position at any time is to use custom variables.  Maybe I have no clue about what it is, but that's why I am asking, dingo.


Louis



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