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I'm curious to see if anyone else would like to see the following
enhancement.
A new SetOption parm... SetOption("MaxPositionSize", nnn,nnn).
I've run into at least one situation where using PositionSize =
-20; my backtest compounds trades into positionsizes that I would
never consider trying to trade in real life. Therefore, I'd like to
limit the backtested PositionSize to a User defined maximum so that I
can see realistic backtest results.
Also, I've seen a backtest actually overflow the Report variable
"Ending Capital" causing a pre-mature termination of the backtest but
not giving any notification of what happened. In this case the
MaxPositionSize parameter could be used to help prevent this condition.
Anyone else see any value to this new parm?
Dennis
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