Graham, I was afraid it would come to that. I will try that path when I have way too much time on my hands.
Thanks, -CS ----- Original Message ----- From: Graham To: [email protected] Sent: Friday, May 29, 2009 8:56 PM Subject: Re: [amibroker] Using Equity to Compute Position Size Using Equity() or foreign(~~~EQUITY...) to change trade size during a backtest is useless and should never be done in portfolio backtest Equity() is only the value for single symbol over the entire history and not feasible in a portfolio backtest simple because it is not the equity size for a portfolio backtest, and it assumes every trade entry signal is taken. ~~~EQUITY is composite symbol produced after a backtest has been completed. The moment a positionsize is changed using this symbol then the ~~~EQUITY symbol values are wrong because the equity will change due to the altered trade results for the change trade sizes. You can only alter the positionsize based on backtest results, ie equity size, by using the Custom Backtest code. There are examples of this in the various web sites devoted to code help. Go to the help manual and read up a bit more on Portfolio Backtesting and in particular the Portfolio Backtester Interface Reference Guide. -- Cheers Graham Kav AFL Writing Service http://www.aflwriting.com Recent Activity a.. 39New Members b.. 1New Files Visit Your Group Give Back Yahoo! for Good Get inspired by a good cause. Y! Toolbar Get it Free! easy 1-click access to your groups. Yahoo! Groups Start a group in 3 easy steps. Connect with others. .
