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Hello,
No. MaxOpenPositons sets the *MAXIMUM*, not the actual number of positions.
You should vary PositionSize variable to achieve different number of positions open at
any time within 0...to MaxOpenPos range.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "buzzmr" <buzzmr@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, June 21, 2004 10:07 PM
Subject: [amibroker] Re: How raw signals are converted to trades and how then trades are picked based on score in regular backtest
mode
> Tomasz,
>
> Can 'MaxOpenPositions' be DYNAMICALLY changed during the course of
> time based upon a criteria of some 'trigger'-level of current account
> equity at a given bar number? For money-management purposes, it
> would be useful to increase or decrease the max-open-positions as the
> account grows or shrinks.
>
> Buzz
> ----------------
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
> wrote:
> > Hello,
> >
> > 1. No. Trade delay was ZERO in the example, but it does not really
> matter too much. Delay = 1 just shifts everything by one bar
> > 2. Trade price is irrelevant for this example (the point was to
> show that entire trades are picked or skipped)
> > 3. Most options are irrelevant as far as only process of picking
> trades is considered.
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: john gibb
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Monday, June 21, 2004 9:06 PM
> > Subject: Re: [amibroker] How raw signals are converted to trades
> and how then trades are picked based on score in regular backtest mode
> >
> >
> > Hi TJ,
> >
> > Thanks for taking the time to illustrate this process.
> >
> > Questions:
> >
> > 1) May I assume you are using a trade Delay of 1?
> >
> > 2) May I assume you are using a trade price of Close?
> >
> > 3) Other than MaxOpenPositions, does this assume any other
> SetOption setting?
> >
> > thanks,
> >
> > -john
> >
> > PS: Yahoo did NOT deformat your post for me, using Outlook
> Express...
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
>
>
>
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>
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