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Thank you very much, perfect example of custom backtester usage.
--- In amibroker@xxxxxxxxxxxxxxx, Aron <aron.groups@xxx> wrote:
>
> |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.
> >
> >
> >
> >
> > ------------------------------------
> >
> > **** IMPORTANT PLEASE READ ****
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> >
> > TO GET TECHNICAL SUPPORT send an e-mail directly to
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> >
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> >
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> >
> > Yahoo! Groups Links
> >
> >
> >
> >
>
------------------------------------
**** IMPORTANT PLEASE READ ****
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This is *NOT* technical support channel.
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TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
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http://www.amibroker.com/devlog/
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