Using Equity() or foreign(~~~EQUITY...) to change trade size during
a
backtest is useless and should never be done in portfolio
backtest
Equity() is only the value for single symbol over the entire
history
and not feasible in a portfolio backtest simple because it is not
the
equity size for a portfolio backtest, and it assumes every trade
entry
signal is taken.
~~~EQUITY is composite symbol produced after a
backtest has been
completed. The moment a positionsize is changed using
this symbol then
the ~~~EQUITY symbol values are wrong because the equity
will change
due to the altered trade results for the change trade
sizes.
You can only alter the positionsize based on backtest results,
ie
equity size, by using the Custom Backtest code.
There are examples of
this in the various web sites devoted to code help.
Go to the help
manual and read up a bit more on Portfolio Backtesting
and in particular
the Portfolio Backtester Interface Reference Guide.
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
.