what do you mean with "mid-level custom backtester interface
"?
--- In [email protected], "gp_sydney" <[EMAIL PROTECTED]>
wrote:
>
> As far as I'm aware, you can't use the Equity() function for
position
> size control or any other buy/sell rules, since it needs to evaluate
> all those rules first to come up with the equity.
>
> And I don't believe you can set two different types of position size
> rule at the same time.
>
> I would say you need to use the mid-level custom backtester
interface
> to be able to make your buy/sell conditions (including position
size)
> dependant on the current portfolio equity.
>
> GP
>
>
> --- In [email protected], "supistarde" <supistarde@> wrote:
> >
> > HI community,
> >
> > I have the following question: How can I let the position size
grow
> > with the equity and how can I set a maximum level?
> > I tried:
> > SetPositionSize( 20, spsPercentOfEquity );
> > SetPositionSize( 20, spsShares );
> > or:
> > IIf(Equity()<200000,PositionSize = -20,20); // use 20% of equity
> >
> > but it does not work (intraday 5min, future mode)
> >
> > Regards!
> >
>
