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Re: [amibroker] Re: Rotational Trading and Position Sizing Problem



PureBytes Links

Trading Reference Links

Hello,

A must-read for every AmiQuote user:
http://www.amibroker.com/kb/2007/08/04/amiquote-and-free-data-from-yahoo/

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "KBGlenn" <kbglenn@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, May 13, 2008 2:28 AM
Subject: [amibroker] Re: Rotational Trading and Position Sizing Problem


> For those reading this...here's a tip.  With Amiquote 2.0 my volume
> settings are much lower than they used to be (I assume this is to deal
> with the super large volume in the indexes now) and after several
> reads of the backtester setting instructions I finally unchecked and
> set to zero the "Limit trade size" settings on the portfolio tab. 
> This fixed the trade size problem I was having. I've never had this
> problem before so I didn't even think to check it.
> 
> Tks to all who tried to help me out.  Very much appreciated
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Ron Rowland" <rowland@xxx> wrote:
>>
>> Double check your "initial equity" setting and make sure it is $100k 
>> and not $10k because your code works for me. I just plugged in 2 
>> simple formulas for A2 and B2 and it ran just fine, producing trades 
>> of 1 position at ~$100k each.  When I changed your PosSize param to 
>> 2, then it produced 2 positions at ~$50k each.
> 
> 
> 
> ------------------------------------
> 
> 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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