Hello,
User's Guide:
Automatic Analysis, Settings, 'Portfolio' tab.
Limit trade size as % of entry bar volume
This prevents from entering the trades greater than given
percentage of entry bar's volume. For example if backtesting daily data and
today's volume for thinly traded stock is 177,000 shares, setting this to 10%
will limit the maximum trade size to 17,700 shares (10% of total daily volume).
This prevents from 'affecting the market' by huge orders.
IMPORTANT NOTE:
Some instruments like MUTUAL FUNDS come
without VOLUME data. To backtest such instruments please set this field to ZERO
(0) or check "Disable trade size limit weh bar volume is zero" box. This
effectively turns OFF this feature. Otherwise you won't be able to enter any
trade at all.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Wednesday, July 22, 2009 3:09
PM
Subject: [amibroker] Error message while
backtesting
Hello,
when running backtester (detailed mode) , I get
the message:
"requested size is greater than 10 % of
the bar volume. Limit applied".
I can´t remember having specified such a limit in
my code.
So, where does it come from?
Thanks
Markus
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