RE: [amibroker] Limit number of shares per symbol?

["Paul Ho" <paul.tsho@xxxxxxxxx>]

You can do it two ways

1. Custom Backtester - which does keep the no of shares for you. just use backtester object to find the open position until it matches the symbol and then you can read the current shares in trade

2. Another way is to keep the share size yourself, using the following

buysize = shares * (buy == 1 || buy == sigscalein) // shares is an array of buy size

sellsize = shares *(sell || buy == sigscaleout) // you have to make sure that shares has  correct value when sell = 1

holding = cum(buysize) - cum(sellsize);

if you dont know what shares to sell when there is a sell signal then

sellsize = shares * (buy == sigscalout)

and  just add the following after holding is defined.

sellsize = iif(sell, holding, sellsize); // so all in holding are sold , this is defining sellsize the second time;

holding = cusm(buysize) - cum(sellsize); // doing it once more.

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From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of cstrader
Sent: Wednesday, 10 September 2008 11:44 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Limit number of shares per symbol?

Well, OK, I see that.  But what if I try to scale in using sigscalein?  I guess I need to know how to determine the current number of owned shares in the symbol in order to determine how many more I can buy.  Is there a variable that specifies the current number of owned shares?

 

 

 

 

----- Original Message -----

From: Paul Ho

To: amibroker@xxxxxxxxxps.com

Sent: Tuesday, September 09, 2008 9:34 PM

Subject: RE: [amibroker] Limit number of shares per symbol?

if shares is what you normally work out to be what you buy

shares = .....

setpositionsize(min(shares, 500), spsShares);

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From: amibroker@xxxxxxxxxps.com [mailto:amibroker@yahoogroups.com] On Behalf Of cstrader
Sent: Wednesday, 10 September 2008 10:22 AM
To: amibroker@xxxxxxxxxps.com
Subject: [amibroker] Limit number of shares per symbol?

Dumb question I'm sure, but what's the best way to limit the maximum number
of shares per symbol in the backtester?

(for instance, only allow a maximum of 500 shares even if there's cash for
more)

Thanks

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