[amibroker] Re: Question about using SetPositionSize (and Equity)

["Joe" <j0etr4der@xxxxxxxxx>]

Thanks, Mike.  It's what I suspected, but wanted confirmation.

-----------------------------------------------------------
This is one of those situations in AB that just leaves me scratching
my head.  Why provide spsPercentOfEquity if you cannot determine the
trade size without resorting to custom back test code?  Or note in the
documentation that it cannot and give an example on how to use it with
custom back test code?

But more generally, why not expose portfolio equity so it can be used
for optimization and exploration without writing custom back tester
code?  The majority of users are never going to learn object oriented
programming.  How does portfolio equity differ from single security
equity such that portfolio equity cannot be accessed?

Oh, well, you can't have everything.  Certainly cannot understand
everything.  AB is still the most incredible product of its kind.

All the best,

Joe

--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> You can't. You must write a custom backtest loop and apply the value,
> as a percentage and corrected for sign, against the bar by bar equity
> property of the backtester object.
> 
> http://www.amibroker.com/guide/a_custombacktest.html
> 
> Mike
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Joe" <j0etr4der@> wrote:
> >
> > Hello,
> > 
> > When using SetPositionSize like this:
> > 
> > SetPositionSize ( 20, spsPercentOfEquity );
> > 
> > how do you determine what the position size is in the formula since
> > real-time portfolio equity is not accessible?
> > 
> > 
> > PosSize = PositionSize;
> > 
> > returns -20 in this case.
> > 
> > 
> > Thanks,
> > 
> > Joe
> >
>



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