Re: [amibroker] How to limit the size of position by both money and percent of equity ?

[Aron <aron.groups@xxxxxxxxx>]

SetPositionSize(10, spsPercentOfEquity);

SetOption( "UseCustomBacktestProc", 1 );
if ( Status( "action" ) == actionPortfolio )
{

    bo = GetBacktesterObject();
    bo.preProcess();

    for ( bar = 0; bar < BarCount; bar ++ )
    {
   
        for ( sig = bo.GetFirstSignal( bar ); sig && sig.isEntry(); sig = bo.GetNextSignal( bar ) )
        {
          
            _TRACE(""+ sig.posSize);
            if ( -sig.posSize/100 * bo.equity > 10000)
            sig.posSize = -10000/bo.equity * 100;
        }

        bo.ProcessTradeSignals( bar );       
    }

    bo.postProcess();

}









On 1/11/2010 4:11 PM, Roman wrote:

spsValue and spsPercentOfEquity are great, however, it is not clear how to limit the size of the position by both money and percent of equity whatever is less.

Say, I'd like to trade 10% of equity but no more than $10000 per trade. How to implement it ?

Thanks in advance.




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This is *NOT* technical support channel.

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