Graham, Many thanks! This works exactly as it should. Kind regards, /Fredrik
--- In [email protected], Graham <[EMAIL PROTECTED]> wrote: > > this automatically sizes the trade for current equity in a backtest (at > least I think it is correct) > > positionsize = -2*margindeposit/((BuyPrice - SL)*pointvalue); > This is 2% of backtest equity adjusted for the risk of the trade, which is > the (trade price/loss in real dollars) per contract > > You cannot get directly the number of contracts for current portfolio > backtest equity as this is only known during the second pass of the > portfolio backtest. > > -- > 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<http://e-wire.net.au/%7Eeb_kavan/ab_write.htm> > > > On 05/10/06, broman1003 < [EMAIL PROTECTED]> wrote: > > > > Hi, > > I am testing systems on Stock Index Futures and would like to try out > > the following positioning sizing strategy. > > > > Number of contracts to buy = (Current Equity * 0.02)/((BuyPrice - SL)*100) > > > > I cannot get my head around how this should be done. Anyone? > > > > Kind regards, > > /Fredrik > > > > > > > > > > > > > > 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 > > > > > > > > > > > > > > > > > > > > > > > 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/ <*> Your email settings: Individual Email | Traditional <*> To change settings online go to: http://groups.yahoo.com/group/amibroker/join (Yahoo! ID required) <*> To change settings via email: mailto:[EMAIL PROTECTED] mailto:[EMAIL PROTECTED] <*> 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/
