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I am testing a system that enters at the market open, but uses
intraday exits, with a limit on the maximum number of open positions
to 5.
The problem I have is that Amibroker is allowing a new entry to occur
on a new stock the same day as the last exit on a different stock, but
in real life I cannot do this.
eg if I'm in five trades already coming into today, and one of the
trades exits today sometime during the day when my exit criteria is
met, I can't take a new trade until tomorrow, but AB is allowing
another new trade to be entered today at the open. How can I stop this
from happening?
Regards
Brenton
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