Thanks Paul!
----- Original Message ----- From: Paul Ho To: [email protected] Sent: Tuesday, September 09, 2008 10:31 PM Subject: RE: [amibroker] Limit number of shares per symbol? You can do it two ways 1. Custom Backtester - which does keep the no of shares for you. just use backtester object to find the open position until it matches the symbol and then you can read the current shares in trade 2. Another way is to keep the share size yourself, using the following buysize = shares * (buy == 1 || buy == sigscalein) // shares is an array of buy size sellsize = shares *(sell || buy == sigscaleout) // you have to make sure that shares has correct value when sell = 1 holding = cum(buysize) - cum(sellsize); if you dont know what shares to sell when there is a sell signal then sellsize = shares * (buy == sigscalout) and just add the following after holding is defined. sellsize = iif(sell, holding, sellsize); // so all in holding are sold , this is defining sellsize the second time; holding = cusm(buysize) - cum(sellsize); // doing it once more. ---------------------------------------------------------------------------- From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of cstrader Sent: Wednesday, 10 September 2008 11:44 AM To: [email protected] Subject: Re: [amibroker] Limit number of shares per symbol? Well, OK, I see that. But what if I try to scale in using sigscalein? I guess I need to know how to determine the current number of owned shares in the symbol in order to determine how many more I can buy. Is there a variable that specifies the current number of owned shares? ----- Original Message ----- From: Paul Ho To: [email protected] Sent: Tuesday, September 09, 2008 9:34 PM Subject: RE: [amibroker] Limit number of shares per symbol? if shares is what you normally work out to be what you buy shares = ..... setpositionsize(min(shares, 500), spsShares); ------------------------------------------------------------------------ From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of cstrader Sent: Wednesday, 10 September 2008 10:22 AM To: [email protected] Subject: [amibroker] Limit number of shares per symbol? Dumb question I'm sure, but what's the best way to limit the maximum number of shares per symbol in the backtester? (for instance, only allow a maximum of 500 shares even if there's cash for more) Thanks
