The additional trades would be related to your available cash in realtion to total equity and used equity Once a trade is entered the open equity is used for trade sizing. After a number of trades you could find your cash availability has increased to cover a position of 25% of your total equity. If you really want to keep to a maximum of 4 positions then use the setoption for max positions set to 4
-- Cheers Graham AB-Write >< Professional AFL Writing Service Yes, I write AFL code to your requirements http://e-wire.net.au/~eb_kavan/ab_write.htm On 26/06/06, Phsst <[EMAIL PROTECTED]> wrote: > Thanks for the reply. > > Let's wait until morning to see if anyone else has any insight into > this, otherwise I'm impressed with the improvement in Net Profit (not > to mention Max Sys Drawdown) by limiting individual trade amounts > based upon '% of entry bar volume'. > > Rgds > > > > --- In [email protected], "Terry" <[EMAIL PROTECTED]> wrote: > > > > Sound like you have the logic correct, and the extra positions when you > > are % volume limited are making the extra money. > > > > PS: If you comment out MaxOpenPositions, it will default to your > > AA->Settings for that number. > > > > -- > > > > Terry > > > > -----Original Message----- > > From: [email protected] [mailto:[EMAIL PROTECTED] On > > Behalf Of Phsst > > Sent: Sunday, June 25, 2006 19:48 > > To: [email protected] > > Subject: [amibroker] Rules when combining PositionSize with > > MaxOpenPositions > > > > > > > > With the following backtest code: > > > > PositionSize = -100/4; > > SetOption("MaxOpenPositions", 20); > > > > I make the following assumptions: > > > > I should usually expect to have a maximum of four (4) Open Positions, > > each equaling approx. 25% of Equity. > > > > The ONLY exception should be when I have 'Backtester Settings' > > > 'Portfolio' > 'Limit trade size as % of entry bar volume:' set as a > > non-zero value, AND the % of volume specified on the day of the Buy > > signal is less than 25% of Equity. (This could result in more than 4 > > Open Positions.) > > > > Are there any other condition that would result in more than four (4) > > simultaneous Open Positions in the backtest? > > > > The reason I ask is that my Backtest with the (MaxOpenPositions, 20) > > coded results in a 250% greater Net Profit versus when I have it > > commented out. > > > > > > > > Rgds, > > > > > > > > > > > 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 > > > Yahoo! Groups Links > > > > > > > ------------------------ Yahoo! Groups Sponsor --------------------~--> Yahoo! Groups gets a make over. See the new email design. http://us.click.yahoo.com/XISQkA/lOaOAA/yQLSAA/GHeqlB/TM --------------------------------------------------------------------~-> 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 Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
