Hi, TJ
You suggestion is being very useful for me since I can limit positions per
security, reducing risk. Very interesting because the code can be adapted for
percentage or value. I only change a bit putting status inside barssince (
BarsSince( Sell0F OR Status("firstbarintest"))).
Thank a lot for the help.
Filipe
=========================
--- In [email protected], Tomasz Janeczko <gro...@...> wrote:
>
> Hello,
>
> BarsSinceSell = BarsSince( Sell ) OR Status("firstbarintest" );
> NumberOfBuys = Sum( Buy, BarsSinceSell );
>
> Buy = Buy AND NumberOfBuys <= 4; // prevent more than 4 buys
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
>
> On 2009-12-13 02:19, Fadut wrote:
> > Hi, fellows. I have researched the list and checked the manual but I
> > couldn't find the answer for this issue. So, I ask help with position
> > sizing.
> >
> > I am back-testing some strategies. In the formula I use
> > backtestRegularRawMulti, which allow some buy signals before a sell signal.
> > I use PositionSize function that defines an amount of portfolio equity per
> > trade. However, I would like to limit the sum of position value PER
> > security and didn't discover how to do it.
> >
> > For instance: I could have PositionSize = 2%, of portfolio equity for each
> > trade, and in some way a limit of "Sum PositionSize PerTicker" = 8%, of
> > portfolio equity . In this way, the system will allow at most 4 trades per
> > ticker before next sell signal.
> >
> > How to implement this limit in AFL language?
> >
> > Thanks a lot
> >
> > Filipe
> >
> >
> >
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