Hello, i would like to use another definition of equity (as is being provided by AmiBroker) to use for position-sizing.
Instead of total portfolio equity (cash plus value of open positions), I intend to use raimining cash balance PLUS value of all open positions but only with their respective sell stop levels (in the case of long positions, otherwhise: buy stops in case of shorts). For instance, if the remaining cash balance is 80.000,-- USD and I have a long position with a value of 20.000,-- USD on which I have a sell stop at 10.000,-- USD, then I would like to USE 90.000,-- USD for equity to use for my position size algorithm, for instance 2 percent. I find this more logic than using the day by day values of open positions. Has anybody out there modified AB´s equity function to achieve something similar? By AB support, I was directed to http://www.amibroker.com/guide/a_custombacktest.html but i have not enough expertise to write a code myself for this - I´m struggling enough with regular AFL. Thanks for any help on this! Markus
