Dave It does work exactly as you say. Thanks for your help. Bernard --- In [email protected], "David Smith" <[EMAIL PROTECTED]> wrote: > > Bernard, yes that is right as I understand it & appears to me in the trade > log. Take a look at the trade log to check for yourself, if your set the > margin at 10, & set a Positionsize of $10,000, that is what you should see, > a position size of $10,000 in the trade log.. However, only $1000 of > capital is used (again check the equity curve). > > I tried the futures mode last night, & does same thing but presents > differently. You don't have to multiply your deposit X leverage to get > position size, AB does it for you. It goes the other way though, it also > multiplies your risk value if you use risk based sizing. > > Again, I hope this is right. Try a few settings & read the trade log to see > if you are getting the position size you want. > > Cheers, Dave > > > -----Original Message----- > From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf > Of bernardedmond01 > Sent: Wednesday, 2 May 2007 2:10 PM > To: [email protected] > Subject: [amibroker] Re: Account Margin > > > > Dave > Does this mean that even though the PositionSize is the same as the > Capital ($10,000) the position value that is reflected in the trade > log is 90:10 CFD borrowings? In other words, "Capital" is your money > and PositionSize is the combination of $9,000 CFD borrowings and > $1,000 your money? > Bernard > PS - Sorry for getting you in trouble with the "mahdi". > > --- In [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com, > "David Smith" <david.smith5@> > wrote: > > > > 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:amibroker%40yahoogroups.com> ps.com > [mailto:[EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com] > On Behalf > > Of bernardedmond01 > > Sent: Tuesday, 1 May 2007 11:12 AM > > To: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com > > 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" <david.smith5@> > > 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 > > > > > >
