MarketPosition function does not Record the number of shares in open positions at each bar as a Data Series, as it states in help. Rather it records number of positions.
How can I record number of shares in all open positions at each bar?
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I'm at a loss as to where you learned this but the QuickRef has never stated that. Here's what it does:
QUOTE:
MarketPosition Property
Returns the net number of shares that the Strategy has in open Positions.
If you're looking to find that number in portfolio simulation mode, you can get this only in PosSizer or Visualizer - not in Strategies. By design.
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