Try something like this
PosQty=Optimize("PositionQuantity",4,1,20,1); or whatever you want
PositionSize= -100/PosQty;
setOpition("MaxOpenPositions",PosQty);
Dave
----- Original Message -----
From: foxblade2000invest
To: [email protected]
Sent: Thursday, July 03, 2008 4:07 AM
Subject: [amibroker] exposure % with rotationaltrading
Hello,
I'm puzzled and need advice, please?
when using rotational trading, I'd assume my exposure would be 100%?
I've set the numberheld to the worstrank, hence my position sizing
should allow 100% of funds to be allocated at all times - but I'm
getting between 40% and 60%.
Can anyone help?
Cheers,
Rich
