RE: [amibroker] PositioningSize and futures

[laster]

What you could do is to back test the strategy and return the historical risk for that kind of trade and apply it to the formula Graham provided. That way you would have your second pass during at time of entering the trade. Jerry   From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of Graham Sent: Thursday, October 05, 2006 21:43 To: amibroker@yahoogroups.com Subject: Re: [amibroker] PositioningSize and futures   this automatically sizes the trade for current equity in a backtest (at least I think it is correct) 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 < fredrik_broman1003@hotmail.com> 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: amibroker-digest@yahoogroups.com     mailto:amibroker-fullfeatu[EMAIL PROTECTED]com <*> To unsubscribe from this group, send an email to:      amibroker-unsubscri[EMAIL PROTECTED]com <*> 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 __,_._,___