I think for PS in percent to work, it has to be a negative number like:
PositionSize = -100 / MaxPos;
--- In [email protected], "KBGlenn" <[EMAIL PROTECTED]> wrote:
>
> I am trying to do a very simple rotational trading backtest where I am
> testing using the below code. However, the position sizing is very
> messed up. For example, I have the initial equity setting set at
> $100,000 and the first 8 trade of a series (all with the default of
> one position only and Buy/Close delays set at 0) taking positions of
> less than $10,000. I've tried different toggling of the the allow
> position size shrinking and use previous bar for position sizing to no
> avail. Even fixing position size at a small value doesn't seem to help.
>
> Help!
>
> A2 and B2 code here
>
> Score = ((A2*.5) + (B2*.5))+10;//add 10 to prevent shorts
>
> SetBacktestMode( backtestRotational );
>
> WRH = Param("Worst Rank Held", 1, 1, 5, 1);
> SetOption("WorstRankHeld",WRH);
>
> HMB = Param("Hold Min Days", 7, 1, 21, 1);//or min bars
> SetOption("HoldMinDays", HMB);
>
> PosSize = Param("Position Size", 1, 1, 5, 1 );
> //PosSize = Optimize("Position Size", 1, 1, 5, 1 );
>
> SetOption("MaxOpenPositions", Possize );
> SetPositionSize( 100/PosSize, spsPercentOfEquity );
> //SetPositionSize( 10000, spsValue );
>
> PositionScore = Score;
> //ApplyStop( 3, 1, 21, 1, volatile = False, ReEntryDelay = 0 );
>
