I was reading the manual, but in other part. thanks for the help
--- In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: > > 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 > > > > > > > > > > >
