I tried this but doesn't work.
PositionSize = Min(Foreign("~~~EQUITY", "C"),MA(C,5)*MA(V,5)/50);
It is a portfolio backtest.
The question remains. How is it possible for the positionsize to
follow the equity AND also limit the positionsize by the volume?
--- In amibroker@yahoogroups.com, Graham <[EMAIL PROTECTED]> wrote:
>
> For a portfolio backtest the only place is in the positionsizing as
> that is only used during the portfolio backtest pass
> If it is a single symbol backtest then you can use Equity().
> If you need to determine trade entries or exits based on portfolio
> equity value then you need to use the advanced backtest code to
change
> the trade values.
>
> --
> Cheers
> Graham Kav
> AFL Writing Service
> http://www.aflwriting.com
>
>
>
> 2008/5/30 zozuzoza <[EMAIL PROTECTED]>:
> > Is there any way to reference the portfolio equity
> > Foreign("~~~EQUITY", "C") in the buy formula itself?
> >
> > I guess that the portfolio equity is available after running the
> > backtest so it cannot be referenced in the buy formula itself.
> >
> > I've checked the AddToComposite stuff but it is not clear how it
can
> > be done.
> >
> > Is there a simple solution for this? Thank you.
> >
> >
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