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[amibroker] Re: Position Sizing



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Tomasz, thanks for your prompt help! You might want to update the
tutorial section (page 145) as it refers only to PositionSize. That
threw me off a bit. ;)

--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> 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@xxx
> 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@ 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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> >
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> >
> >
> >
>




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

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

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