Hi Bernard,
try the following. As I understand position sizing, when you set position
size it is setting the actual postion bought, so a $1000 deposit on 10 %
margin will be a position size of $10000. It also depends if you meant
actual risk per trade or you meant a deposit of $1000 per trade (this is
also called fixed position size).
For fixed position size, this is simply as follows ( I like to set
everything in my code rather than using the tester).
Capital = 10000; // Initial Capital $10,000
Margin = 10; // Margin 10 % CFDs
// Position Sizing
PercentCapitalpertrade = 10; // ie $1000 out of a $10K account
PositionSize = Capital * PercentCapitalPerTrade / Margin;
// Initial Trade Parameters
SetOption("InitialEquity", Capital );
SetOption("MarginRequirement", Margin); // CFD trading requiring 10 % margin
Alternatively you can just set PositionSize =10000; // ie $1000 deposit on
10 % margin
For $1000 risk, you need to set the risk according to the stop value. Check
the user manual for this full explanation of this.
Positionsize = -2*BuyPrice/(StopDelta);
Cheers, Dave
etc....
-----Original Message-----
From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf
Of bernardedmond01
Sent: Tuesday, 1 May 2007 11:12 AM
To: [email protected]
Subject: [amibroker] Re: Account Margin
David
Further to my earlier post - if I can't use "positionsize = -10",
how do I go about saying therefore that I have a starting equity of
say, $10,000, with purchasing power of $100,000 (account margin of
10) but I only want to risk $1,000 per trade?
Bernard
--- In [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com,
"David Smith" <[EMAIL PROTECTED]>
wrote:
>
> Have you overriden the margin settings in your code & set to 100,
or perhaps
> set PositionSize in code to a fixed value. This would cause this
to occur.
>
>
> -----Original Message-----
> From: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com
[mailto:[EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com]
On Behalf
> Of bernardedmond01
> Sent: Monday, 30 April 2007 9:56 PM
> To: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com
> Subject: [amibroker] Account Margin
>
>
>
> Hi All
> Why is that when I change my account margin setting (e.g. from 100
to
> 10) it does not change/affect my position size? I have read
through the
> manual and searched on here for any clues but I can't find what
I'm
> doing wrong. Any ideas?
> Cheers
>
