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You say "I have little knowledge about programming in
Amibroker." The first step is for you to lay out the logic and
formulae that you want programmed which I suspect your thesis advisor expects
you to do independently. When that is posted some programming
assistance will probably be provided by someone.
Bill
----- Original Message -----
Sent: Tuesday, April 29, 2008 4:29
PM
Subject: RE: [amibroker] Re: Position sizing multiple
futures
>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:
>> > >
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.
>>
>> 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.
>
> To get support from
AmiBroker please send an e-mail directly to
> SUPPORT {at}
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>
> For NEW RELEASE ANNOUNCEMENTS and other news
always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
>
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>
__._,_.___
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
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