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Thanks Tomasz,
i feel sheepish now :) Never realised there was a function to set position size - I always assigned a value to positionsize directly.
Needless to say.. it works now :)
Best regards,
eToke.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> When everything fails, consult the manual.
>
> AmiBroker allows to specify pos size directly in SHARES/CONTRACTS too.
>
> SetPositionSize (spsShares)
> http://www.amibroker.com/f?setpositionsize
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "etoketrader" <etoke420@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Wednesday, May 13, 2009 2:18 PM
> Subject: [amibroker] Position Size Problem when backtesting with Round Lot Size = 1
>
>
> > Hi All,
> >
> > I am in the process of completing a simulator which records trades taken
> > discretionarily and then performs a "backtest" on these trades in order
> > to give you a performance result. Here is an example of the code with
> > one trade on SPY:
> >
> > TO BE RUN ON 1 MINUTE DATABASE / SPY on a daterange containing
> > 06/02/2008
> >
> > SetTradeDelays(0,0,0,0);
> > SetOption("AccountMargin",1);
> > SetOption("InitialEquity",10000);
> > SetOption("PriceBoundChecking",0);
> >
> > Buy=Short=Sell=Cover=0;
> >
> > ShortPrice = 134.60;
> > PositionSize = 2961.20;
> > Short= IIf(Name() == "SPY" AND DateNum() == 1080206 AND TimeNum() ==
> > 105000,1,0);
> > CoverPrice = 134.98;
> > Cover= IIf(Name() == "SPY" AND DateNum() == 1080206 AND TimeNum() ==
> > 110000,1,0);
> >
> > The problem is this: I would like to reflect a Quantity of 22 shares @
> > 134.60 in this occasion. Since AB accepts PositionSize as a $ amount and
> > not Quantity I specify a position size of 22*134.60 = 2961.20
> >
> > If I set the backtester settings to Round Lot Size = 1, I get 21 shares
> > instead of 22.
> > If I set the backtester settings to Round lot Size = 0 (allow
> > fractions), I get a size of 22, without fractions, as the price of
> > 2961.20 is exactly divisble by 134.60.
> >
> > Any ideas as to why this would happen? This "less 1 share" does not
> > occur all the time. I was wondering if there is anything else I should
> > be doing in order to ensure the exact number of shares is reflected.
> >
> > regards,
> > eToke.
> >
> >
> >
> >
> > ------------------------------------
> >
> > **** 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
> >
> >
> >
>
------------------------------------
**** 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/
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