[amibroker] Re: Adding to a position on consecutive days

["tuzo_wilson" <j.tuzo.wilson@xxxxxxxxx>]

--- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@xxx> wrote:
>
> Ideally, I'd like to define the following:
> 
> Day 1: Oversold - buy one position
> Day 2: Oversold - buy another position (same instrument)
> Day 3: Oversold - buy another position (same instrument)
> 
> I want to be able to also define the maximum number of positions I can
> have - so there would be a max of, say, 4 positions including the
> initial position.

setBackTestMode (backtestRegularRawMulti) may do what you want.

"Signal-based backtest, redundant (raw) signals are NOT removed,
MULTIPLE positions per symbol will be open if BUY/SHORT signal is
"true" for more than one bar and there are free funds, Sell/Cover exit
all open positions on given symbol, Scale-In/Out work on all open
positions of given symbol at once."

http://www.amibroker.com/guide/afl/setbacktestmode.html

I think you will still need to restrict the maximum positions per
symbol (if that is your intent).


Tuzo


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