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



PureBytes Links

Trading Reference Links

look at Message #108122 or search the user group for "MaxBuys per bar 
in backtesting".

--- In amibroker@xxxxxxxxxxxxxxx, "giggollo99" <giggollo@xxx> wrote:
>
> 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@> 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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