Raw Profit Mode with limited number of entries
Author: wl64bit
Creation Date: 6/20/2010 12:59 AM
profile picture

wl64bit

#1
Is there any way to test a strategy in Raw Profit Mode and limit the number of maximum open positions?
profile picture

Cone

#2
You can do it on a per-symbol basis using simple logic in the Script, but there isn't a way (that I can think of at the moment) to do it for a Multi-Symbol Backtest (MSB) in RP mode.
profile picture

Eugene

#3
Since by common sense, RP mode means accepting all signals, would activating the "SetShareSize" option to pass a value which guarantees taking all trades in Position Options with "Max open positions" enabled, be a Q&D workaround?
profile picture

wl64bit

#4
"Position Options" PosSizer did the job.
Thank you.
This website uses cookies to improve your experience. We'll assume you're ok with that, but you can opt-out if you wish (Read more).