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As I understand it, during typical backtests, AB goes through all tested
stocks, running our code and collecting trading signals, then a second pass
is made actually executing the trades. During this second pass, none of our
code is running; it's only AB itself using the trading signals, position
sizes and scores etc that were generated in the first pass to do the
requested trading.
So, at the time our code runs, AB doesn't know which stocks will actually be
bought or sold, since that determination can't be made until *all* stocks'
signals and positionscores are known. This means that, unfortunately, making
the number of currently open positions available to our code isn't just a
matter of exposing an internal calculation that AB is already doing. That
info simply isn't available when our code executes.
Make sense?
If you want to use the Equity function and looping to create your own
backtester, you could do it in such a way that that info was exposed. But
obviously, a lot of work and testing would be involved.
What specific behavior are you trying to code? Maybe there's another way.
Dave
> Has anyone found a straight forward method to determine
> the number of open
> positions during Folio Testing? I think I can count the
> number of equities
> with open positions using looping but it looks like this
> should be an internal number that is open for our use.
>
> Thanks
>
> SteveW
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