[amibroker] Buy & Hold

["Angelo" <ima_cons@xxxxxxxx>]

Hi everybody,

I coded a simple "Buy and Hold Strategy" the following way:

Buy=Status("firstbarintest");
Sell=Status("lastbarintest");
SetTradeDelays(0,0,0,0); 
PositionSize = -100;

and applied it to S&P 500 index from 1950/01/03 until today.

Here's the screenshot of the results:

http://img120.imageshack.us/img120/4239/spbhmr5.jpg

I wonder why "exposure" is 77% and not 100%.


Another question: according to my data, with an initial capital of
10000 $ on 1950/01/03 I buy 600.24 shares at 16.66 (10000/16.66 = 600.24).
I was expecting to buy just 600 "shares" as in the settings window I
selected "1" for the "minimum shares" option.

Thanks to everybody for helping.






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