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OK, I think I was
looking at another Varp example first which put me in a spin, in the user guide
(Back-testing your trading ideas), the other example within “Portfolio-level
Backtesting” allows me to compare apples with apples so to speak, this
looks right … PositionSize = Max(-2*BuyPrice/(2*ATR(10)),-10); Regards Dave From: Hello, I was wondering how to use Tharp’s ATR
position sizing (example in users guide), but limit the position size to a
“maximum” of 10% of trading capital ? Many thanks Regards Dave 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
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