Double check your "initial equity" setting and make sure it is $100k and not $10k because your code works for me. I just plugged in 2 simple formulas for A2 and B2 and it ran just fine, producing trades of 1 position at ~$100k each. When I changed your PosSize param to 2, then it produced 2 positions at ~$50k each.
--- In [email protected], "KBGlenn" <[EMAIL PROTECTED]> wrote: > > True, > > If you do it they way you wrote it. However, I'm beginning to wonder > if something is corrupted in my Amibroker (or there's a setting I've > accidentally changed that I can't find) . Even on normal trades I'm > getting this...and I have a "scale in/out" column in the results table > I've never seen before (or never noticed)??? > > > --- In [email protected], "Ed Hoopes" <reefbreak_sd@> wrote: > > > > I think for PS in percent to work, it has to be a negative number like: > > > > PositionSize = -100 / MaxPos; > > > > > > --- In [email protected], "KBGlenn" <kbglenn@> wrote: > > > > > > I am trying to do a very simple rotational trading backtest where I am > > > testing using the below code. However, the position sizing is very > > > messed up. For example, I have the initial equity setting set at > > > $100,000 and the first 8 trade of a series (all with the default of > > > one position only and Buy/Close delays set at 0) taking positions of > > > less than $10,000. I've tried different toggling of the the allow > > > position size shrinking and use previous bar for position sizing to no > > > avail. Even fixing position size at a small value doesn't seem to > help. > > > > > > Help! > > > > > > A2 and B2 code here > > > > > > Score = ((A2*.5) + (B2*.5))+10;//add 10 to prevent shorts > > > > > > SetBacktestMode( backtestRotational ); > > > > > > WRH = Param("Worst Rank Held", 1, 1, 5, 1); > > > SetOption("WorstRankHeld",WRH); > > > > > > HMB = Param("Hold Min Days", 7, 1, 21, 1);//or min bars > > > SetOption("HoldMinDays", HMB); > > > > > > PosSize = Param("Position Size", 1, 1, 5, 1 ); > > > //PosSize = Optimize("Position Size", 1, 1, 5, 1 ); > > > > > > SetOption("MaxOpenPositions", Possize ); > > > SetPositionSize( 100/PosSize, spsPercentOfEquity ); > > > //SetPositionSize( 10000, spsValue ); > > > > > > PositionScore = Score; > > > //ApplyStop( 3, 1, 21, 1, volatile = False, ReEntryDelay = 0 ); > > > > > >
