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[amibroker] Re: Question about Portfolio Backtester



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Try this:

SetOption("MaxOpenPositions", 5 );
PositionSize = −100/5;

--- In amibroker@xxxxxxxxxxxxxxx, "guhu0434" <g.h.h@xxx> wrote:
>
> Hello,
> 
> I'm working with Amibroker since some months and I'm getting more and 
> more familiar with it. I have a question regarding the backtester and 
> hopefully somebody can help me and enlight me ...
> 
> As I know, the backtester scans for all buy and sell signals. Wether a 
> specific stock will be traded can be controlled via different 
> parameters, for an example with positionscore and positionsize.
> 
> But, what if the decision wether to buy or not depends on other stocks?
> 
> For an example, I give the stocks a specific "weight" and every week I 
> want to buy the 5 "strongest" values. I know, with positionscore i can 
> sort the values. But what if I want to stop buying after 5 values 
> wether i have cash or not? Is this possible to controll?
> 
> Hints are very appreciated,
> 
> GuHu
>



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