When everything fails, consult the manual. AmiBroker allows to specify pos size directly in SHARES/CONTRACTS too.
SetPositionSize (spsShares) http://www.amibroker.com/f?setpositionsize Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "etoketrader" <[email protected]> To: <[email protected]> Sent: Wednesday, May 13, 2009 2:18 PM Subject: [amibroker] Position Size Problem when backtesting with Round Lot Size = 1 > Hi All, > > I am in the process of completing a simulator which records trades taken > discretionarily and then performs a "backtest" on these trades in order > to give you a performance result. Here is an example of the code with > one trade on SPY: > > TO BE RUN ON 1 MINUTE DATABASE / SPY on a daterange containing > 06/02/2008 > > SetTradeDelays(0,0,0,0); > SetOption("AccountMargin",1); > SetOption("InitialEquity",10000); > SetOption("PriceBoundChecking",0); > > Buy=Short=Sell=Cover=0; > > ShortPrice = 134.60; > PositionSize = 2961.20; > Short= IIf(Name() == "SPY" AND DateNum() == 1080206 AND TimeNum() == > 105000,1,0); > CoverPrice = 134.98; > Cover= IIf(Name() == "SPY" AND DateNum() == 1080206 AND TimeNum() == > 110000,1,0); > > The problem is this: I would like to reflect a Quantity of 22 shares @ > 134.60 in this occasion. Since AB accepts PositionSize as a $ amount and > not Quantity I specify a position size of 22*134.60 = 2961.20 > > If I set the backtester settings to Round Lot Size = 1, I get 21 shares > instead of 22. > If I set the backtester settings to Round lot Size = 0 (allow > fractions), I get a size of 22, without fractions, as the price of > 2961.20 is exactly divisble by 134.60. > > Any ideas as to why this would happen? This "less 1 share" does not > occur all the time. I was wondering if there is anything else I should > be doing in order to ensure the exact number of shares is reflected. > > regards, > eToke. > > > > > ------------------------------------ > > **** 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 > > >
