[amibroker] Re: PositionSize based on Equity and Trade Risk

["balachandra_b13" <balachandra_b13@xxxxxxxx>]

--- In amibroker@xxxxxxxxxxxxxxx, "dbwyatt_1999" <dbw451@xxx> wrote:
>
> I know setting PositionSize based on Equity and Trade Risk has been the topic of numerous threads and writeups, but I'm missing some understanding.  I'm backtesting a portfolio of futures contracts and would like to set the Position size of each trade based on each trade's risk (i.e. abs(entryPrice - stopPrice)) and a percent of the current portfolio Equity value.  I understand that to get the current portfolio Equity, I need to use the custom backtester.  The custom backtester also gives me access to all the data I need to calculate a new PosSize except my stopPrice values.
> 
> What is the easiest way to access my backtester Phase 1 stopPrice array in the custom Phase 2 backtester for each trade so that I can calculate a new PosSize?  Using AddToComposite() and Foreign() does not seem like an option because I want my individual stop values for each instrument, not a portfolio composite of all stop values.  Or maybe I would have to create a separate composite for each instrument.  Or do I have to resort to something like writing and reading files or developing a custom DLL to store the stopPrices between the backtester Phase 1 and the custom backtester Phase 2?  Hopefully, I'm just not understanding something and there is an easier way.  I would think that accessing Phase 1 backtester variables in Phase 2 would be pretty common; especially for calculating custom metrics.
> 
> Thanks for any suggestions or insights.
> 
> Regards,
> 
> David
>




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