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Thomasz,
Can you come back to me on that issue? I did not get any answer on
that here.
Thanks,
Olivier
--- In amibroker@xxxxxxxxxxxxxxx, "olivier_molongo"
<olivier_molongo@xxxx> wrote:
> 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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