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Looks like you know how to solve it, but you give no advice how to do
it. If I knew it, I wouldn't be asking it, would I?
I have little knowledge about programming in Amibroker. The only
thing I can think of is specifying for every symbol the positionsize,
so that when I run the tradingrule over all the symbols at once, they
take the individual positionsizes into account. But...I really do not
get it working.
And no, you don't have to type it out...helping to find the right
direction would be appreciated very much...
--- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxx> wrote:
>
> 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.
> >
> >
> > ------------------------------------
> >
> > 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
> >
> >
> >
> >
>
------------------------------------
Please note that this group is for discussion between users only.
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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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