|
PureBytes Links
Trading Reference Links
|
The setting you describe can be found on the Portfolio tab of the AA
window as described here:
http://www.amibroker.com/guide/w_settings.html
If you want to accomplish the same thing programatically, just add
the condition as part of your buy logic.
e.g. Assuming that you've got PositionSize set as a number of shares
Buy = ... AND PositionSize < Volume * 0.10;
If you have PositionSize set as a percentage of equity, you would
need to move the check into custom backtest code to multiply the
percentage by the Equity property of the backtester object.
But, of course, it's easiest to just set the value in the AA window :)
For consistency, you may want to set all your settings just the way
you like, then save them to an external .abs file. That way you can
mess around with other settings with the comfort of knowing that you
can always reload the known good values before doing a "real" run.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "professor77747" <professor@xxx>
wrote:
>
> I have a formula that I backtested. I found that some trades were
not
> made when the conditions were satisfied. Then I was told that the
> settings in AA were the problem.
>
> I was told that by default AmiBroker won't open new trades when
desired
> trade size is less than 10% of bar volume. I searched help for
volume
> and bar volume, but I didn't find anything that I thought would
help me
> add that condition to my formula.
>
>
> How can I duplicate that condition?
>
> Thanks,
> Tom
>
------------------------------------
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/
|