Recent content by skittlebup

"Crash" has posted an important correction to this algorithm on the AmiBroker Library page.

Here is revised amibroker code for version 2 of this Position Sizer, which corrects a serious error in the first posting (reversing the first comparison in the first IIF statement), and now allowing parameters to be varied from the Parameter Window. _SECTION_BEGIN("position size2")...

Here is the algorithm actually implemented in afl: _SECTION_BEGIN("position size2"); //Possible Position Sizing Algorithm for CFDs (ie includes margining calculation), //in which share volume is considered in relation to share price. //Input parameters: ActualCapitalAvailable=20000...

An Algorithm for CFD Minimum market volume for trading Using both Tech-a's calculation of average vol and Wayne's consideration of price to volume, here is a possible calculation of variable position size for CFDs written in 'pseudo' Amibroker afl. Grammatically wrong for afl, yes. But I hope...

thanks, Tech a and Wayne. Wayne, your point about vol in relation to price is very well taken. Thanks.

I ordered my copy on Thursday and it arrived the following Wednesday - awesome, as they say. Howard, you note that Turtle Trading or Donchian channels are no longer successful as their use has now plugged the market inefficiency they exploited. Later you note that a particular system may no...

Are there any rules of thumb to determine minimum liquidity requirement for a stock to be tradeable - some say $500,000 worth daily - and others $200,000. As our EOD data does not include either number of shares or number of transactions, we are left with bare vol or vol times price. But...