|
PureBytes Links
Trading Reference Links
|
Hello,
i would like to use another definition of equity (as is being provided
by AmiBroker) to use for position-sizing.
Instead of total portfolio equity (cash plus value of open positions),
I intend to use raimining cash balance PLUS value of all open
positions but only with their respective sell stop levels (in the case
of long positions, otherwhise: buy stops in case of shorts).
For instance, if the remaining cash balance is 80.000,-- USD and I
have a long position with a value of 20.000,-- USD on which I have a
sell stop at 10.000,-- USD, then I would like to USE 90.000,-- USD for
equity to use for my position size algorithm, for instance 2 percent.
I find this more logic than using the day by day values of open
positions.
Has anybody out there modified AB´s equity function to achieve
something similar?
By AB support, I was directed to
http://www.amibroker.com/guide/a_custombacktest.html but i have not
enough expertise to write a code myself for this - I´m struggling
enough with regular AFL.
Thanks for any help on this!
Markus
------------------------------------
**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
*********************
TO GET TECHNICAL 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/
|