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Sound like you have the logic correct, and the extra positions when you
are % volume limited are making the extra money.
PS: If you comment out MaxOpenPositions, it will default to your
AA->Settings for that number.
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of Phsst
Sent: Sunday, June 25, 2006 19:48
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Rules when combining PositionSize with
MaxOpenPositions
With the following backtest code:
PositionSize = -100/4;
SetOption("MaxOpenPositions", 20);
I make the following assumptions:
I should usually expect to have a maximum of four (4) Open Positions,
each equaling approx. 25% of Equity.
The ONLY exception should be when I have 'Backtester Settings' >
'Portfolio' > 'Limit trade size as % of entry bar volume:' set as a
non-zero value, AND the % of volume specified on the day of the Buy
signal is less than 25% of Equity. (This could result in more than 4
Open Positions.)
Are there any other condition that would result in more than four (4)
simultaneous Open Positions in the backtest?
The reason I ask is that my Backtest with the (MaxOpenPositions, 20)
coded results in a 250% greater Net Profit versus when I have it
commented out.
Rgds,
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