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FACTORS #462764
10/26/16 10:42
10/26/16 10:42
Joined: Feb 2015
Posts: 652
Milano, Italy
M
MatPed Offline OP
User
MatPed  Offline OP
User
M

Joined: Feb 2015
Posts: 652
Milano, Italy
Hi,
Accordingly with the manual setting the FACTORS flag will generate and use the calculated optimal capital factor. Why the result are exactly the same testing the script with or without the Factors flag?

Thank you

Re: FACTORS [Re: MatPed] #462766
10/26/16 11:02
10/26/16 11:02
Joined: Apr 2014
Posts: 482
Sydney, Australia
B
boatman Offline
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boatman  Offline
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B

Joined: Apr 2014
Posts: 482
Sydney, Australia
You need to do something with the calculated factors. For example,
Code:
Margin = OptimalF*Capital


Re: FACTORS [Re: boatman] #462767
10/26/16 12:27
10/26/16 12:27
Joined: Feb 2015
Posts: 652
Milano, Italy
M
MatPed Offline OP
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MatPed  Offline OP
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M

Joined: Feb 2015
Posts: 652
Milano, Italy
ok, it make sense. The Manual says

Test] / [Trade] mode: load OptimalF factors for allocating capital. If this flag is not set, all OptimalF factors are 1.

Only loaded, not used. I misunderstood. Thank You


Moderated by  Petra 

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