Steve: What it means is that the highest and lowest ATR is the same over the lookback period.
Change the second to last line of code to the following:
position_size = MaxEquity - (((var1 - var3)*(MaxEquity - MinEquity))/(.000000001 + var2 - var3));
On 2/22/2016 6:01 PM, steve@optimusadvisory.com [amibroker] wrote:
Change the second to last line of code to the following:
position_size = MaxEquity - (((var1 - var3)*(MaxEquity - MinEquity))/(.000000001 + var2 - var3));
On 2/22/2016 6:01 PM, steve@optimusadvisory.com [amibroker] wrote:
Alan: Thanks so much for all your trouble.
I inserted that code at the end of my code where the usual position size code is located. I received a Warning 505: Division by zero (for the 2nd to last line of code). Divisor array at [10] is equal to zero.
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Posted by: Alan <alan@thenorthams.us>
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