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Yuki,
> I used to use 25,000,000 yen in the old backtester. It was enough,
> because the backtester gave that much equity to each symbol, if I
> understand correctly, so I never "ran out" of cash. So now, if I
> have the possibility of 10 open positions, I need to make that equity
> setting ~10x higher in the portfolio tester? Just trying to get my
> feet on the ground with this.
It depends. If you want to trade each and every signal generated on
each symbol then yes. Please do not forget about specifying
PositionSize = -10;
so each security in your case does not get more than 10% of portfolio
equity.
The second idea behind portfolio backtester is that you have LOTS of stocks
but not that lots of money. And you try to run your system that
generates many signals on lots of symbols and you DON'T have enough
cash to put into all those trades. So you need to PICK some of them.
Picking trades is made using PositionScore variable.
As in example formula
PositionScore = 100- RSI();
gives higher score to symbols having lower RSI.
Now if your system generates more signals simultaneously than
available cash or max. num of open positons then it will drop some of the
possible trades and enter only those that have highest scores.
Best regards,
Tomasz Janeczko
amibroker.com
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