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Working on a Master's and you can't solve this? Do you want us to type for
you too?
d
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of optiekoersen
> Sent: Tuesday, April 29, 2008 3:57 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Position sizing multiple futures
>
> For my Master Thesis I need to calculate the mean returns of
> different
> signals on 27 different futures.
>
> The margins vary from $1.080 till $22.500. Now I like that if the
> $1.080 symbol gets a buy signal that $22.500/1.080 = 20
> (rounded below)
> contracts are bought. I really don't get this done.
>
> The problem now is that a 1% change in the $22.500 contract has much
> more influence on the results than a 1% change in the $1.080 contract.
>
> Hope someone knows how to solve this problem.
>
>
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