Hello, When everything fails READ THE MANUAL: http://www.amibroker.com/guide/h_backtest.html
(there is a part "Position sizing" that explains how to do what you are trying to do). If you are interested in using simple risk-adjusted position sizing, you can use NEGATIVE pos size to refer to actual Equity WITHOUT calling Equity() function. PositionSize= -10/(Close-trstoplevel); In general case: Equity() function is not provided to create equity-feedback formulas (chicken-and-egg problem). To do complex equity-feedback system you may need to use custom backtester http://www.amibroker.com/guide/a_custombacktest.html Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "pmxgs" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Thursday, April 05, 2007 6:57 PM Subject: [amibroker] Equity used to calculate position size > Hi, > > I'm using this code to calculate position size: > E=Equity(); > risk=0.1*E; > PositionSize=(0.1*E)/(Close-trstoplevel); > > But I'm not getting the values that I expect. > The (close-trstoplevel) is working fine, I've ploted this to confirm it. > But when I plot E it doesn't match the Equity value , so the problem > comes from here. For example my equity on one day is 54.678 and the E > returns only 319. > Can someone tell me how to obtain the equity value, so that i can > calculate the positionsize correctly. > > thanks in advance > > > > 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 > > > > >
