Glad, I could help!  8-)
 
d

  _____  

From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf
Of Louis Préfontaine
Sent: Saturday, March 22, 2008 9:17 PM
To: [email protected]
Subject: Re: [amibroker] What's wrong with my formula (trouble with
custombacktest)


Hi Graham,

Wouldn't it be implicit to AB that if I set a maximum of 5 trades
(SetOption("MaxOpenPositions", 5 );)  each would be about 20%?

Anyway I added SetPositionSize( 20, spsPercentOfEquity );  and it works
well...  But I thought this was custom backtest;  I still have a lot to
learn I guess! 

Thanks for your patience!

Louis



2008/3/22, Graham <[EMAIL PROTECTED]>: 

Now we can answer what your real problem is.
You need to specify a Positionsize, if not defined then AB assumes 100% of
equity is used per trade, thus only one trade at one time


-- 
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com 




On 23/03/2008, Louis Préfontaine <[EMAIL PROTECTED]> wrote: 

Well, sorry for posting "code that has no relevance at all"  (still, in the
manual it looks like setoption has a relevance to customizing
backtesting...), but I just can't see what is the problem.   

If I use auto-analysis and try to backtest my list of tickers, it won't do
more than one trade at a time EVEN IF I click on "settings" and change the
max number of positions to 10.   The only way I could have more than one
position at any time is to use custom variables.  Maybe I have no clue about
what it is, but that's why I am asking, dingo. 


Louis









 

Reply via email to