Thanks Graham - Yes I did have that setting ticked and turning it off solved the first problem. Now if I can just figure out what I am doing wrong in the second problem situation.
Thanks again - Jim --- In [email protected], Graham <kavemanpe...@...> wrote: > > At a rough guess you have AllowPositionShrinking turned on > > -- > Cheers > Graham Kav > AFL Writing Service > http://www.aflwriting.com > > > > 2009/5/22 spi_maker <ja...@...>: > > I am trying to calculate a position size based on the current level of > > equity built up, but I not doing this properly. > > > > I set up a situation to limit trades to a percentage of recent average > > volume as: > > > > Vol_Limit = .05; > > > > MaxShares = MA(V, 10) * Vol_Limit * 1000; > > > > TheEquity = Foreign("~~~EQUITY", "C"); > > > > Indicated_Shares = TheEquity / Open; > > > > The_Position = Min(MaxShares, Indicated_Shares); > > > > SetPositionSize(The_Position, spsShares); > > > > > > > > First Problem > > > > I was having difficulty getting working results so I set the position size > > to a fixed amount as: > > > > SetPositionSize(500, spsShares); > > > > When I ran the backtest, it dutifully set the shares to 500 except would > > randomly set the shares to 210, then 230, then 260, then 290 etc. in > > transactions 5, 16, 18, 30, etc. Throughout 600 trades, 99% of the share > > values are 500 and the rest are these odd values. > > > > I wonder if anyone has any idea what might be happening there. > > > > > > > > Second Problem is much simpler. When I use the > > SetPositionSize(The_Position, spsShares) in the backtester, I get no > > results at all. No trades, no nothing, which leads me to believe that I am > > not using the ~~~EQUITY properly. > > > > Any insights would be greatly appreciated. > > > > When I backtested this > > >
