[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: Position Sizing



PureBytes Links

Trading Reference Links

Using a positive value indicates the dollar amount to invest. Taking into account the BuyPrice, you can indirectly control the number of shares by setting PositionSize to the positive value: 

  PositionSize = BuyPrice * NumShares;

Where NumShares is the desired number of shares and BuyPrice is the price at which you expect to make the purchase.

The above example is somewhat simplistic in that it does not take into account the transaction costs. If your Automatic Analysis settings are  set to use commissions other than zero, then you would need to additionally include that calculation when setting PositionSize such that the total amount included all fees.

The fees would then be deducted by the backtester during the backtest operation.

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "lucianomt" <lucianomt@xxx> wrote:
>
> Can I set the actual number of shares/contracts to buy? It seems that PositionSize only lets you choose between dollar values and percentage amounts...
>




------------------------------------

**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to 
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

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/