Position size AFL help needed

[deVille1]

The system I am testing opens random number of positions every day (Long only), and closes at the end of the day (yesterday bought 4 stocks, today bought 10 stocks, etc.). I am trying to allocate the same % of equity to each position, but since the number of positions is different every day I am not sure how to do it.

I used:
SetPositionSize(10,spsPercentOfEquity)

- but it didn't solve the problem as it always allocates 10% of equity to each position, no matter how many positions it is going to open.
What I need is (for example):

- when the system buys 4 stocks it should assign 25% of equity to each stock
- when it buys 10 tocks it should assign 10% of equity to each stok
- when it opens 20 positions it should assign 5% of equity to each stock, etc.

Is there any way to code it?

Thank you in advance
Daniel

 

[Quant]

I don't use AFL so I'm clueless on exact code but you need to make the 10 a variable and have that variable calculated as 100 divided by the number of stocks in your scan/whatever defines that number if that data is available to your software , if it isn't that's the next solution you require

make 10 (a)

make number of stocks in scan (b)

a = 100/b

 

[deVille1]

I am not an expert in afl too, and this is actually my biggest issue, what afl function retrieves the number of positions?

 

[captain black]

what afl function retrieves the number of positions?

You can use the custom backtest interface to count the number of open positions.

https://www.amibroker.com/guide/a_custombacktest.html

https://www.aussiestockforums.com/t...custom-backtester-interface.7260/#post-178262