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: [email protected] [mailto:[email protected]] On Behalf Of david
Sent: Sunday, 9 July 2006 9:28 PM
To: [email protected]
Subject: [amibroker] Position Size question

 

 

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

 

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