[amibroker] Re: Referencing the backtested portfolio equity in the buy formula

["zozuzoza" <zozuka@xxxxxxxxx>]

I tried this but doesn't work.
PositionSize = Min(Foreign("~~~EQUITY", "C"),MA(C,5)*MA(V,5)/50);
It is a portfolio backtest.
The question remains. How is it possible for the positionsize to 
follow the equity AND also limit the positionsize by the volume?

--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> For a portfolio backtest the only place is in the positionsizing as
> that is only used during the portfolio backtest pass
> If it is a single symbol backtest then you can use Equity().
> If you need to determine trade entries or exits based on portfolio
> equity value then you need to use the advanced backtest code to 
change
> the trade values.
> 
> -- 
> Cheers
> Graham Kav
> AFL Writing Service
> http://www.aflwriting.com
> 
> 
> 
> 2008/5/30 zozuzoza <zozuka@xxx>:
> > Is there any way to reference the portfolio equity
> > Foreign("~~~EQUITY", "C") in the buy formula itself?
> >
> > I guess that the portfolio equity is available after running the
> > backtest so it cannot be referenced in the buy formula itself.
> >
> > I've checked the AddToComposite stuff but it is not clear how it 
can
> > be done.
> >
> > Is there a simple solution for this? Thank you.
> >
> >
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> >
> >
> >
>



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