Hi,
--
I am new to Amibroker. this is a basic question for which I have struggled for 2 full days...
I have written an AFL with following code for position sizing & SL
RiskPerShare = 10 * ATR( 21 ); //For this AFL increased risk as market may show volatilityApplyStop( stopTypeLoss, stopModePoint, RiskPerShare, True );PositionRisk = 3; // risk 3% of entire equity on single tradePctSize = PositionRisk * BuyPrice / RiskPerShare; // position size calculationSetPositionSize( PctSize, spsPercentOfEquity );
When I backtest my AFL, following issues are coming -
- max position it takes is 100 shares for every script even if I have high equity...
- When for a day one position is open (any script) second script while capculating position size, it considers risk on first position also. What I need is amibroker to consider every 2 positions different and give risk to each one of them individually.
Thanks in advance
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Posted by: "Milind Pol." <milind.pol@gmail.com>
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