Tomasz, thanks for your prompt help! You might want to update the tutorial section (page 145) as it refers only to PositionSize. That threw me off a bit. ;)
--- In [email protected], "Tomasz Janeczko" <gro...@...> wrote: > > Hello, > > Manual is your friend. > http://www.amibroker.com/f?setpositionsize > > SetPositionSize( 100, spsShares ); > > Best regards, > Tomasz Janeczko > amibroker.com > ----- Original Message ----- > From: "lucianomt" lucian...@... > To: [email protected] > Sent: Saturday, March 14, 2009 2:25 AM > Subject: [amibroker] Re: Position Sizing > > > > 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" sfclimbers@ 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... > >> > > >> > > > > > > > > > > ------------------------------------ > > > > **** IMPORTANT PLEASE READ **** > > This group is for the discussion between users only. > > This is *NOT* technical support channel. > > > > TO GET TECHNICAL SUPPORT send an e-mail directly to > > SUPPORT {at} amibroker.com > > > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > > http://www.amibroker.com/feedback/ > > (submissions sent via other channels won't be considered) > > > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > http://www.amibroker.com/devlog/ > > > > Yahoo! Groups Links > > > > > > >
