So no outright position sizing with number of shares, uh? That is a rather curious given its usefulness and simple implementation...
--- In [email protected], "Mike" <sfclimb...@...> wrote: > > Using a positive value indicates the dollar amount to invest. Taking into account the BuyPrice, you can indirectly control the number of shares by setting PositionSize to the positive value: > > PositionSize = BuyPrice * NumShares; > > Where NumShares is the desired number of shares and BuyPrice is the price at which you expect to make the purchase. > > The above example is somewhat simplistic in that it does not take into account the transaction costs. If your Automatic Analysis settings are set to use commissions other than zero, then you would need to additionally include that calculation when setting PositionSize such that the total amount included all fees. > > The fees would then be deducted by the backtester during the backtest operation. > > Mike > > --- In [email protected], "lucianomt" lucianomt@ wrote: > > > > Can I set the actual number of shares/contracts to buy? It seems that PositionSize only lets you choose between dollar values and percentage amounts... > > >
