Hello, Custom backtester and it is pretty easy. This example http://www.amibroker.com/kb/2006/03/06/re-balancing-open-positions/
can be easily modifed to achieve what you after. Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "Terry" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Monday, January 08, 2007 4:21 PM Subject: RE: [amibroker] Not Compounding profits in backtester > Custom backtest procedure can do this...not a simple project. > -- > Terry > -----Original Message----- > From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf > Of brentonfx > Sent: Monday, January 08, 2007 05:10 > To: [email protected] > Subject: [amibroker] Not Compounding profits in backtester > > Hi > > I there a way to stop the backtester from compounding profits? > > I want to simulate taking out all of my profits as they are earned, > and continuing to trade with only my initial equity, for example > $100k. If I use fixed trade size of say $25k it's easy, I just set > the max open positions to 4. But I want to test a system that uses > variable trade sizes, and if I've taken trades of less than $25k then > I want to be able to take more than 4 trades. > > If I don't limit the max open positions, the backtester just takes > more and more positions at once as the test progresses and equity > grows, so my market exposure ends up being way more than the $100k max > that I want to limit it to at any time. > > Is there a way to do this? > > Thanks > Brenton > > > > > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > > Yahoo! Groups Links > > > > >
