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Question on backtesting
How can I define the maximum number of securities that can be bought
everyday in a system? I can set up the max number of open position
but not the max number of position that can be opened everyday.
Rotational mode does not work for my system.
Is there a way to set this up?
How would you do that with the following system?
Positionscore=volume;
Buy= Close>ma(close,10);
ApplyStop (0,2,close-low,1); /* sell if close<low of the day I bought
the stock */
ApplyStop (3,2,3,1); /* sell on the third day */
sell = 0;
short = close<ma(close,10);
ApplyStop (0,2,high-close,1);
ApplyStop (3,2,2,1);
cover = 0;
Regards,
Olivier
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