Re: [amibroker] Help: sum of position sizing per ticker

[Tomasz Janeczko <groups@xxxxxxxxxxxxx>]

Hello,

BarsSinceSell = BarsSince( Sell ) OR Status("firstbarintest" );
NumberOfBuys = Sum( Buy, BarsSinceSell );

Buy = Buy AND NumberOfBuys <= 4; // prevent more than 4 buys

Best regards,
Tomasz Janeczko
amibroker.com


On 2009-12-13 02:19, Fadut wrote:
> Hi, fellows. I have researched the list and checked the manual but I couldn't find the answer for this issue.  So, I ask help with position sizing.
>
> I am back-testing some strategies. In the formula I use backtestRegularRawMulti, which allow some buy signals before a sell signal. I use PositionSize function that defines an amount of portfolio equity per trade. However, I would like to limit the sum of position value PER security and didn't discover how to do it.
>
> For instance: I could have PositionSize = 2%, of portfolio equity for each trade, and in some way a limit of "Sum PositionSize PerTicker" = 8%, of portfolio equity . In this way, the system will allow at most 4 trades per ticker before next sell signal.
>
> How to implement this limit in AFL language?
>
> Thanks a lot
>
> Filipe
>
>
>
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------------------------------------

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