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Hi,
This should be simple but I am obviously missing something...
I want to limit position size in a portfolio backtest and have the
following code:
//-------------------------------------
SetFormulaName("LastWeek"); //name in backtest report
SetBarsRequired(4000,1); //needed line
SetTradeDelays(1, 1, 1, 1); //open & close trades delay
SetOption( "initialequity", 100000 ); //initial capital
PositionSize = 10000; //trade size
RoundLotSize = 10;
SetOption( "MaxOpenPositions", 10 ); //max trades open
SetOption( "PriceBoundChecking", 1 ); //trade within days bar
//--------------------------------------
However when I run the backtest the AA results show trades entered
that exceed $10,000 in value.
What am I missing here?
regards
Chris
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