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I don't do thesis work - sorry.
d
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of optiekoersen
> Sent: Tuesday, April 29, 2008 4:28 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Position sizing multiple futures
>
> 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:
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> > >
> > > 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.
>
> 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
>
>
>
>
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