Graham Sorry, I had a look at this but can't locate the "bar volume limitation" option on the AA settings. Where is this please? Also, David, I haven't ticked "allow position size shrinking" so I'm puzzled why I get partial fills. TIA Bernard
--- In [email protected], Graham <[EMAIL PROTECTED]> wrote: > > How about the settings for position size on bar volume limitation (AA settings) > > -- > Cheers > Graham > AB-Write >< Professional AFL Writing Service > Yes, I write AFL code to your requirements > http://www.aflwriting.com > > > On 28/05/07, David Smith <[EMAIL PROTECTED]> wrote: > > > > Have you turned off "allow position size shrinking"? > > > > Perhaps alternatively you could set the minimum position value as well. > > > > Dave > > > > > bernardedmond01 <[EMAIL PROTECTED]> wrote: > > > > > > Is that correct? It doesn't seem to work that way when I run it. > > > I specify each position size as $50,000 but I get partial fills. > > > When I look to see the actual trade in chart form, I see volume was > > > down that day...The position size in the report then shows the lower > > > position size. > > > > > > --- In [email protected], "Ara Kaloustian" <ara1@> wrote: > > > > > > > > Bernard, > > > > > > > > Look at positionSize in help. > > > > > > > > You can specify a fixed amount of $ for each trade. Only time you > > > can get a > > > > smaller amount would be if you did not have adequate funds left > > > for full > > > > position > > > > > > > > ----- Original Message ----- > > > > From: "bernardedmond01" <bernardedmond01@> > > > > To: <[email protected]> > > > > Sent: Sunday, May 27, 2007 4:47 PM > > > > Subject: [amibroker] Position Size problems > > > > > > > > > > > > > Apologies if this has been covered elsewhere, I couldn't find any > > > > > references here of past threads... > > > > > > > > > > I want to make sure that every position I enter has a full > > > position > > > > > size (which for my purposes is $50,000). > > > > > When I run the backtest, I see that on some occasions I enter a > > > trade > > > > > but it has a position size of say $5,000. I'm guessing this is > > > because > > > > > it had lower volume that day (correct?). > > > > > The reality is, I would pass on that trade. > > > > > I tried to fix this by having a MA(V,50)>100000 but this doesn't > > > > > always work since volume may be very volatile. > > > > > Can I say in my formula, buy if these conditions are met and > > > this is > > > > > the PS but don't take the trade if PS would be less than what > > > I've > > > > > stipulated? > > > > > TIA, > > > > > Bernard > > > > > > > > > > > > > > > > > > > > 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 > > > > > > > > > > > > > > > > > > > > > > > David Smith > > 55 OLIVIA PLACE > > PULLENVALE, 4069 > > Ph: 3374 4819 > > Mob: 0411 120 952 > > > > > > 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 > > > > > > > > >
