PureBytes Links
Trading Reference Links
|
True,
If you do it they way you wrote it. However, I'm beginning to wonder
if something is corrupted in my Amibroker (or there's a setting I've
accidentally changed that I can't find) . Even on normal trades I'm
getting this...and I have a "scale in/out" column in the results table
I've never seen before (or never noticed)???
--- In amibroker@xxxxxxxxxxxxxxx, "Ed Hoopes" <reefbreak_sd@xxx> wrote:
>
> I think for PS in percent to work, it has to be a negative number like:
>
> PositionSize = -100 / MaxPos;
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "KBGlenn" <kbglenn@> wrote:
> >
> > I am trying to do a very simple rotational trading backtest where I am
> > testing using the below code. However, the position sizing is very
> > messed up. For example, I have the initial equity setting set at
> > $100,000 and the first 8 trade of a series (all with the default of
> > one position only and Buy/Close delays set at 0) taking positions of
> > less than $10,000. I've tried different toggling of the the allow
> > position size shrinking and use previous bar for position sizing to no
> > avail. Even fixing position size at a small value doesn't seem to
help.
> >
> > Help!
> >
> > A2 and B2 code here
> >
> > Score = ((A2*.5) + (B2*.5))+10;//add 10 to prevent shorts
> >
> > SetBacktestMode( backtestRotational );
> >
> > WRH = Param("Worst Rank Held", 1, 1, 5, 1);
> > SetOption("WorstRankHeld",WRH);
> >
> > HMB = Param("Hold Min Days", 7, 1, 21, 1);//or min bars
> > SetOption("HoldMinDays", HMB);
> >
> > PosSize = Param("Position Size", 1, 1, 5, 1 );
> > //PosSize = Optimize("Position Size", 1, 1, 5, 1 );
> >
> > SetOption("MaxOpenPositions", Possize );
> > SetPositionSize( 100/PosSize, spsPercentOfEquity );
> > //SetPositionSize( 10000, spsValue );
> >
> > PositionScore = Score;
> > //ApplyStop( 3, 1, 21, 1, volatile = False, ReEntryDelay = 0 );
> >
>
------------------------------------
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|