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Thanks. I optimized the Max Open Positions to 8.
Maxpos=Optimize("maxpos",8,1,20,1);
PositionSize = -100/Maxpos;
SetOption("MaxOpenPositions", Maxpos );
I am getting 8 positions open in the Results window:
12/4/03
Entry signals(score):GU-9967=short(-1) UC-9967=buy(1)
Exit signals:GU-9967=sell UC-9967=cover
Enter Short GU-9967 Price: 1.7278 Shares: 250
Commission: 0 Rank: -1 Equity 3712.71
Enter Long UC-9967 Price: 1.3007 Shares: 350
Commission: 0 Rank: 1 Equity 3712.71
8 Open Positions:$C-9967 $E-9967 AU-9967
AC-9967 E$-9967 EA-9967 GU-9967
UC-9967 Equity: 3718.23 Cash: 317.445
But I find a discrepancy with the Open position count using the
following code, where I got 11 positions open, when I plot it in a
indicator window using
Graph1 = Foreign( "~OpenPosCount", "V");
Plot(Graph1,"OpenPosCount",1,style=1,0,100);
The following is in Automatic Analysis:
/* the following line uses Flip function to get "1" after the buy
signal and reset it back to "0" after sell appears. */
in_trade = Flip( Buy, Sell );
AddToComposite( in_trade, "~OpenPosCount", "V" );
/* We use "~OpenPosCount" artificial ticker to store the results.
Again we should run just Scan of the formula AND the "~OpenPosCount"
ticker would become available.
Use */
Graph0 = Foreign( "~OpenPosCount", "V");
/* in Indicator Builder after running the back-test to see the chart
of the number of Open positions of your system. */
Can somebody tell me why this discrepancy occurs. TIA.
rgds, Pal
--- In amibroker@xxxxxxxxxxxxxxx, "bvandyke" <bvandyke@xxxx> wrote:
> Pal,
>
> Try the following example and modify the # of positions as needed:
>
> Maxpos=Optimize("maxpos",2,1,4,1);
> PositionSize = -100/Maxpos;
> SetOption("MaxOpenPositions", Maxpos );
>
> Bill
>
> --- In amibroker@xxxxxxxxxxxxxxx, "palsanand" <palsanand@xxxx>
wrote:
> > Hi All,
> >
> > Does anybody has the code for Optimizing Max Open Positions. I
> > remember seeing it somewhere in AFL guides. I can't seem to find
> it
> > now or remember how to do it.
> >
> > TIA
> >
> > rgds, Pal
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