Liquidity limit hit, was: SetPositionSize

[gambleditall]

I am testing futures data which I have imported into Amibroker and I am having a weird problem where SetPositionSize does not work correctly but only for certain tickers.

I am using SetPositionSize(200000, spsValue); for all trades. I have set Account Margin to 10 so that 10x leverage is allowed and initial equity to 100000.

The weird thing is that the position size is set correctly for NQ but when I run the same backtest on CL with all the same settings, it uses all kinds of random position sizing as can be seen from the screenshots below. I have no idea why this is happening and would appreciate if anyone can help!

[Tomasz]

Your post lacks details, follow this advice: How to ask a good question

Use DETAILED LOG use advice given here: How do I debug my formula?

Never ever assume error in AmiBroker but ALWAYS in your coding, settings or understanding of AmiBroker.
Position sizes are not random.

If they are lower than requested it means they were shrunk DOWN because you have hit liquidity limit. It was covered many times on forum:

Strange backtesting results for large accumulated returns

Results are correct and AmiBroker just has shown you that your expectations are unreal. Please open up the manual: http://www.amibroker.com/guide/w_settings.html Scroll down to "Portfolio Tab: Limit trade size as % of entry bar volume" and read the portion of Users' Guide referring to that setting. Also check this: Is profit table correct? (Why adding percents leads to nowhere)

Limit trade size as of % of entry bar volume in backtest in AFL

I would like to limit trade size as of % of entry bar volume in backtest in AFL. I want to set it to zero. The settings is shown in screenshot below; [image] The AFL function to set backtest options is setoption. https://www.amibroker.com/guide/afl/setoption.html I looked at the documentation but cannot find the option to limit trade size as of % of entry bar volume. Maybe I missed out something. Could the more savvy folks here help? Thank you.

[gambleditall]

Hello I figured out the solution, the problem was that my Settings > Portfolio > Limit trade size as a % of entry bar volume was set incorrectly. Once I changed that, it works as expected.

Please mark as solved.

[portfoliobuilder]

@gambleditall you wrote that you are trading Futures but on your settings you have chosen not to tick the Futures mode box?

[Tomasz]

And @portfoliobuilder is right, for futures you should use Futures mode, detailed instructions here: Back testing systems for futures contracts not account margin, because account margin is for stock account.

[gambleditall]

Yeah I am just doing some preliminary tests before using futures mode.