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[amibroker] Re: Setting number of positions to open per bar



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Thanks to all who responded. Yes I wanted the next batch of 3 stocks
added to my current holdings. Sounds like there is consensus this can
be done with custom backtester so i will look check that out, thanks again

--- In amibroker@xxxxxxxxxxxxxxx, "vlanschot" <vlanschot@xxx> wrote:
>
> OK, but clarify further: do you want the next batch of 3 stocks added 
> to your current holdings, or do you want to rotate in/out to always 
> hold 3?
> 
> Did you have a look at custom backtesting settings, i.e. the CBT for 
> that?
> 
> PS
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "giggollo99" <giggollo@> wrote:
> >
> > Thanks for the tip, but it doesnt do what im looking for. Say i have
> > 100 stocks in database, at 9:30am i want to buy the strongest 3
> > stocks, then at 9:31 i want to buy the strongest 3 stocks at that
> > time, and at 9:32 i want to buy the strongest 3 stocks at that time 
> etc. 
> > 
> > In other words, for every bar i want to buy exactly 3 stocks.
> > 
> > MaxOpenPositions/MaxOpenLong/MaxOpenShort will limit the TOTAL 
> number
> > of positions held, but how do i limit the number of positions that 
> are
> > opened per bar?
> > 
> > Thanks
> > g
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "vlanschot" <vlanschot@> wrote:
> > >
> > > Not exactly clear what you want, but take a look at SetOption
> > > ("MaxOpenLong") and ("MaxOpenShort"), available since version 5.11
> > > 
> > > PS
> > > 
> > > --- In amibroker@xxxxxxxxxxxxxxx, "giggollo99" <giggollo@> wrote:
> > > >
> > > > How can i specify that i want a maximum of 3 positions to be 
> opened
> > > > per bar? Note this is not the same as "max open positions".
> > > >
> > >
> >
>



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