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So no outright position sizing with number of shares, uh? That is a
rather curious given its usefulness and simple implementation...
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> 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@ 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...
> >
>
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