positionsize = -2*margindeposit/((BuyPrice - SL)*pointvalue);
This is 2% of backtest equity adjusted for the risk of the trade, which is the (trade price/loss in real dollars) per contract
You cannot get directly the number of contracts for current portfolio backtest equity as this is only known during the second pass of the portfolio backtest.
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm
On 05/10/06, broman1003 <
[EMAIL PROTECTED]> wrote:
Hi,
I am testing systems on Stock Index Futures and would like to try out
the following positioning sizing strategy.
Number of contracts to buy = (Current Equity * 0.02)/((BuyPrice - SL)*100)
I cannot get my head around how this should be done. Anyone?
Kind regards,
/Fredrik
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto: [EMAIL PROTECTED]
mailto:[EMAIL PROTECTED]
<*> To unsubscribe from this group, send an email to:
[EMAIL PROTECTED]
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
__._,_.___
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
SPONSORED LINKS
| Software support | Small business finance | Business finance online |
| Business finance training | Business finance course |
Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe
__,_._,___
