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Hello,
User's Manual:
Quote:
"Limit trade size as % of entry bar volume
This prevents from entering the trades greater than given
percentage of entry bar's volume. For example if backtesting daily data and
today's volume for thinly traded stock is 177,000 shares, setting this to 10%
will limit the maximum trade size to 17,700 shares (10% of total daily volume).
This prevents from 'affecting the market' by huge orders."
Best regards,
Tomasz
Janeczko
amibroker.com
----- Original Message -----
Sent: Wednesday, March 11, 2009 8:27
PM
Subject: [amibroker] backtest settings
explanation
Can someone please explain these options of the portfolio tab
of the backtest settings window?
"Limit trade size as
% of entry bar volume"
switching this
value from the default 10 to some other values gives me significant
differences in the results but i dont quite get what this option does.
"Disable trade size
limit when bar volume is zero (allows to backtest mutual funds that come
without volume data)"
checking/unchecking
this option alters the results of my backtest. I don't have mutual funds
in my database, just stocks and all of them have volume data above
zero.
thanks in advance for the help!
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