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Assuming that you have no limit on the total number of open positions,
but do want to limit the number of *new* positions at each bar, you
can write custom backtest code to set the positionsize to 0 at each
bar for any remaining signals beyond the first 5.
You may need to first sort the signals by postionscore, I don't recall
what order they are in.
Refer to the document "AmiBroker Custom Backtester Interface.pdf
" by gp_sydney in the Files section of this group to learn how to
write your own code:
http://finance.groups.yahoo.com/group/amibroker/files/
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "guhu0434" <g.h.h@xxx> wrote:
>
> --- In amibroker@xxxxxxxxxxxxxxx, "_sdavis" <_sdavis@> wrote:
> >
> > Try this:
> >
> > SetOption("MaxOpenPositions", 5 );
> > PositionSize = -100/5;
> >
> Hy Sdavis,
>
> thank you for the hint. To my knowledge, with this option I can
define
> the total quantity of open position. I am looking for the total
> quantity of to be bought position per bar.
>
> With regards, GuHu
>
------------------------------------
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