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Hello,
Manual is your friend.
http://www.amibroker.com/f?setpositionsize
SetPositionSize( 100, spsShares );
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "lucianomt" <lucianomt@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, March 14, 2009 2:25 AM
Subject: [amibroker] Re: Position Sizing
> 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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>
------------------------------------
**** 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)
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