Australian (ASX) Stock Market Forum

Amibroker position size optimization

Gunslinger

Don't fear the Reaper
Joined
12 May 2010
Posts
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Hi guys,
I'm trying to run an optimization on position size in Amibroker and the first run (iteration x of y) it spits out values but all subsequent attempts yield nothing.
I think it's becuase I'm using
Code:
uCurrentEquity = Foreign("~~~EQUITY", "C");
in my buy signal tests.
If I change this ignore equity and just set a straight position size it works fine so I think it might be resetting equity to zero at the end of the first run but I don't know for sure and don't know how to test.
I'll email Amibroker support tomorrow but they're closed ATM I guess so I'll try here first and reply back with the solution if no-one replies first.

Cheers,
JB
 
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