Thanks Tomasz, i feel sheepish now :) Never realised there was a function to set position size - I always assigned a value to positionsize directly.
Needless to say.. it works now :) Best regards, eToke. --- In [email protected], "Tomasz Janeczko" <gro...@...> wrote: > > 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" <etoke...@...> > 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 > > > > > > >
