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I have a bac tester system in ehich the setup is as follows
eq = Equity() ;
SetOption("InitialEquity", 10000 ) ;
SetOption("AllowPositionShrinking", 0 ) ;
SetOption("MaxOpenPositions", 20 ) ;
SetOption("marginrequirement", 100) ;
PositionScore = Random() ; // randomise share choice
PositionSize = - 5 ;
1) When AB is about to purchase another block of shares in a trading
system and lets say the criteria for purchasing is 5% of equity does
AB use the open position values of existing unclosed trades ?
Regards,
maurice
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