[amibroker] Incorrect rounding of shares in backtester!

["olivier_molongo" <olivier_molongo@xxxxxxxxx>]

Hello,

How can I get the number of shares that would be bought on a given 
signal in low level CBT?

I use the formula :

NbShares=-ceil(sig.PosSize*CurEquity/100/sig.price/sig.RoundLotSize)
*sig.RoundLotSize;

I don't get the exact number of shares bought or sold by AB. As an 
exemple, with:

CurEquity=500000
PosSize=-5
sig.Price=22.86
sig.RoundLotSize=100

my formua gives NbShares=1000. The exact value is 1093 rounded to 
1000.

The signal processed trades 1100 shares. The position value for 1100 
shares is 25113 that is above the 5% equity limit given by PosSize 
(25000=5% * 500000). 

Amibroker default calculation seems incorrect.

WHat is the formula used by AB?

Regards,
Olivier


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