Re: [amibroker] Limit trade size as % of entry bar volume

[Tomasz Janeczko]

Hello,   That's why - your porftolio cash is apparently larger than 0.1% of trading volume so it is not entered. Note that Limit trade size setting is for protecting against opening too large positions, it is NOT for actually controlling position size.   To control position size use PositionSize variable or SetPositionSize function.   Also you should use PREVIOUS bar volume to avoid referencing future.   For example:   PositionSize = Ref( Close * Volume, -1 ) * 0.001; // use 0.1% of previous bar volume Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: lapilia To: amibroker@yahoogroups.com Sent: Saturday, July 01, 2006 6:24 AM Subject: Re: [amibroker] Limit trade size as % of entry bar volume Hi Graham   Thanks for your prompt answer.    In fact, I don't set my trade sizes in the code.  I set them in the portfolio settings.   Monica       ----- Original Message ----- From: Graham To: amibroker@yahoogroups.com Sent: Saturday, July 01, 2006 12:10 AM Subject: Re: [amibroker] Limit trade size as % of entry bar volume How have you set your trade sizes in the code? -- 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 01/07/06, lapilia <[EMAIL PROTECTED]> wrote: Hi   Here is my problem.    If I make a portfolio backtest and if the trade size is 0.2% of entry bar volume,  AmiBroker will buy 5000 shares of IBM on the 10th of January 2005.  But if the trade size is 0.1% of entry bar volume,  AmiBroker won't buy a single share of IBM.    Considering that ... a)  there is enough cash in order to buy shares from IBM, b)  there is no open position on the 10th of January 2005, c)  the minimum shares to buy is set to 1,  does anybody knows why Amibroker doesn't buy shares of IBM when trade size is 0.1% of entry bar volume, and that it will buy shares if trade size is greater than 0.1% of entry bar volume ?   Thanks for your help   Monica __._,_.___ 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. __,_._,___