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I would guess that not all of the symbols had data at the start date of the test
You need to set roundlotsize to 1 to stop partial share purchase
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
2008/7/29 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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