In portfolio backtesting you can only use the current backtest
equity
in the advanced backtest coding
--
Cheers
Graham
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On 06/03/07, Keith McCombs <kmccombs@xxxxxxxxxcom>
wrote:
> I want to limit my buying, in backtesting, to stocks with
'sufficient'
> liquidity. So, maybe something like this:
>
> maxpositions = 25;
> days = 10;
> K = 1000;
> mybuy = <some code here>;
> buy = mybuy AND MA(Close * Volume, days) > K * TodaysEquity/maxpositions;
>
> But, how do I get TodaysEquity?
> Or is there another approach all together?
>
> -- Keith
>
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