Tom, I don't have any experience trading futures, so cannot give a competent answer to your question.
However, if your PositionSize is 1 and the value of Volume is 3, then using Buy = ...AND PositionSize < .1 * Volume in your code would prevent that trade since 1 > 0.3. Similarly, changing the code to PositionSize > Volume = 0 is meaningless since you are saying PositionSize > 0 (i.e. your code is first setting Volume to zero then checking if PositionSize is greater than that result). Mike --- In [email protected], "professor77747" <[EMAIL PROTECTED]> wrote: > > In the AA porfolio tab, I have Max Open Position set at 1 > I have Limit Trade size % at 10 and I have the disable trade size > limit when bar is at zero checked. > > I added AND PositionSize < Volume * 0.10; to my buy statement. The > reults changed dramatically. I only had 8 trades instead of 45. > > I am trading 1 future contract. Would this make a difference? I have > checked the missing trades and the volume was 3 contracts on one, > zero on another, 19 on the third, and zero on a fourth. This doesn't > make sense to me. > > Also, if I change the > > AND PositionSize < Volume * 0.10; > to > AND PositionSize > Volume = 0; > > I get results that are that are the same as I get without adding any > of this. However, the trades are still missing. > > Tom > > > > > > --- In [email protected], "professor77747" <professor@> > wrote: > > > > Thanks Mike, > > > > I will try your suggestion. I already have it set in the AA > settings. > > I just want to duplicate the backtesting trades using my formula so > I > > want to add it to my formula. > > > > I am automatic trading and I check my actual trades with the > backtest > > trades after they are placed. I noticed that a few trades were made > > that were not made on the backtest list. > > > > Tom > > > > Tom > > > > --- In [email protected], "Mike" <sfclimbers@> wrote: > > > > > > The setting you describe can be found on the Portfolio tab of the > > AA > > > window as described here: > > > http://www.amibroker.com/guide/w_settings.html > > > > > > If you want to accomplish the same thing programatically, just > add > > > the condition as part of your buy logic. > > > > > > e.g. Assuming that you've got PositionSize set as a number of > shares > > > > > > Buy = ... AND PositionSize < Volume * 0.10; > > > > > > If you have PositionSize set as a percentage of equity, you would > > > need to move the check into custom backtest code to multiply the > > > percentage by the Equity property of the backtester object. > > > > > > But, of course, it's easiest to just set the value in the AA > > window :) > > > > > > For consistency, you may want to set all your settings just the > way > > > you like, then save them to an external .abs file. That way you > can > > > mess around with other settings with the comfort of knowing that > > you > > > can always reload the known good values before doing a "real" > run. > > > > > > Mike > > > > > > --- In [email protected], "professor77747" <professor@> > > > wrote: > > > > > > > > I have a formula that I backtested. I found that some trades > were > > > not > > > > made when the conditions were satisfied. Then I was told that > the > > > > settings in AA were the problem. > > > > > > > > I was told that by default AmiBroker won't open new trades when > > > desired > > > > trade size is less than 10% of bar volume. I searched help for > > > volume > > > > and bar volume, but I didn't find anything that I thought would > > > help me > > > > add that condition to my formula. > > > > > > > > > > > > How can I duplicate that condition? > > > > > > > > Thanks, > > > > Tom > > > > > > > > > >
