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Hello Bruce,
the reason I must use CBT is that I canŽt use Setpositionsize (...spsshares), since I need to compute adequate number of shares by referring to actual cash position.
"spsShares" doesnŽt allow - according to cust. support- for calling current cash or equity position to compute "spsshares". Thus the need for using CBT.
Normally, everyone seems to compute sig.possize (and implied number of shares is a result thereof). I want to compute shares and the position size (in money terms) should be the implied result - thus the other way around.
The reason for this is that i want to follow along a coding excercise I was given. And IŽm not sure that -if I only specify sig.possize and not sharesize (i.e. trade.shares)- that AB may screw up (i.e. round up or down in some cases) when I donŽt realize that.
Take for instance into account that AB ALWAYS rounds DOWN if fraction of shares occur.
I, myself, want to have control if rounding occurs or not and HOw it occurs (up or down). That could sometimes mean IŽm rounding up when AB would round down.
This is not because IŽm particularly picky since this issue influences the outcome of the backtest only slightly. ItŽs only that I want to accurately reproduce the results of the excercise I was given.
In actual trading, there shouldnŽt be any problem determining sig.possize in signal list and leave it up to AB to (maybe) rounding up or down potential fractional shares.
If you have any clue that might help, please fell free to step in.
Thanks for your contribution
Markus
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