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One way to do it would be to write custom backtester code to iterate through the Signal objects and override the PosSize property to not exceed whatever value you consider to be a reasonable maximum.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "kevinkee20" <kevinkee20@xxx> wrote:
>
> Hi,
>
> I have a beginner's question on position sizing.
>
> In some of my backtests, using a fixed risk per trade of, say, 2.5% of the capital, the initial capital grew from $100k to more than $10 millions. This means my risk per trade also grew from $2k to $200k per trade in monetary term. Is it possible to set the position size to be of certain percentage of the capital, but to an absolute monetary amount if the capital exceeds certain number ?
>
> I tried the following but it didn't seem to work.
>
> Capital = 100000;
> PositionSize = IIf(Capital < 800000, -2.5, 20000);
> SetOption( "MaxOpenPositions", round(Capital*0.9/PositionSize) );
>
> Thanks in advance.
>
> Kevin
>
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