Thanks, Mike. It's what I suspected, but wanted confirmation. ----------------------------------------------------------- This is one of those situations in AB that just leaves me scratching my head. Why provide spsPercentOfEquity if you cannot determine the trade size without resorting to custom back test code? Or note in the documentation that it cannot and give an example on how to use it with custom back test code?
But more generally, why not expose portfolio equity so it can be used for optimization and exploration without writing custom back tester code? The majority of users are never going to learn object oriented programming. How does portfolio equity differ from single security equity such that portfolio equity cannot be accessed? Oh, well, you can't have everything. Certainly cannot understand everything. AB is still the most incredible product of its kind. All the best, Joe --- In [email protected], "Mike" <[EMAIL PROTECTED]> wrote: > > You can't. You must write a custom backtest loop and apply the value, > as a percentage and corrected for sign, against the bar by bar equity > property of the backtester object. > > http://www.amibroker.com/guide/a_custombacktest.html > > Mike > > --- In [email protected], "Joe" <j0etr4der@> wrote: > > > > Hello, > > > > When using SetPositionSize like this: > > > > SetPositionSize ( 20, spsPercentOfEquity ); > > > > how do you determine what the position size is in the formula since > > real-time portfolio equity is not accessible? > > > > > > PosSize = PositionSize; > > > > returns -20 in this case. > > > > > > Thanks, > > > > Joe > > >
