RE: [amibroker] Testing - # of contracts

[Terry]

PK,   Wow! Better guess right on Long or Short at 10,000:1 leverage!   PositionSize, when positive, refers to a fixed dollar amount. You must trade AT LEAST the size of the MarginDeposit to get any trades.   There are many options that can be set in code. Have you tried this one?   SetOption("FuturesMode",True); //Requires True or False //NOTE: This is insufficient. You must also check Futures mode in AA-Settings.     Some info from the Help section: Position sizing This is a new feature in version 3.9. Position sizing in backtester is implemented by means of new reserved variable PositionSize = <size array> Now you can control dollar amount or percentage of portfolio that is invested into the trade positive number define (dollar) amount that is invested into the trade for example: PositionSize = 1000; // invest $1000 in every trade negative numbers -100..-1 define percentage: -100 gives 100% of current portfolio size, -33 gives 33% of available equity for example: PositionSize = -50; /* always invest only half of the current equity */ dynamic sizing example: PositionSize = - 100 + RSI(); as RSI varies from 0..100 this will result in position depending on RSI values -> low values of RSI will result in higher percentage invested If less than 100% of available cash is invested then the remaining amount earns interest rate as defined in the settings. There is also a new checkbox in the AA settings window: "Allow position size shrinking" - this controls how backtester handles the situation when requested position size (via PositionSize variable) exceeds available cash: when this flag is checked the position is entered with size shinked to available cash if it is unchecked the position is not entered. -- Terry   -----Original Message----- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of PKJR Sent: Tuesday, June 20, 2006 14:39 To: amibroker@yahoogroups.com Subject: Re: [amibroker] Testing - # of contracts   Tks for your help but the Point value is not up to me.. this Natural Gas contract - specs here: http://www.nymex.com/NG_spec.aspx   I used PositionSize=1 (shown on my pic) - before but that did not work either.. the funny thing is that it works on just on underlying contract..but not on composite created from the contract..     On 6/20/06, Terry <[EMAIL PROTECTED]> wrote: > Okay, I see what you want now. You need to use a fixed value for > PositionSize. AA automatically does compound testing and the number of > contracts is varying with the amount of equity you have. > > Try this in your code: > > > PositionSize = Param("Position Size",-100,-100,1000000,1); > //Adjustable in Parameters > > Or just > > PositionSize = 9200; > //Or a multiple thereof to trade more than 1 contract > > Maybe even this: > > numContracts = Param("Number of contracts to trade",1,1,100,1); > PositionSize = 9200 * numContracts; > > I also question your Point value. Do you really want 10,000:1 leverage? > -- > Terry __._,_.___ 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 Investment management software Real estate investment software Investment property software Software support Real estate investment analysis software Investment software YAHOO! GROUPS LINKS  Visit your group "amibroker" on the web.    To unsubscribe from this group, send an email to:  [EMAIL PROTECTED]    Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service. __,_._,___