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[amibroker] Re: Backtest: How can I limit the contract number?



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Trading Reference Links

Beate,

See Max Open Positions setting.
http://www.amibroker.com/guide/h_portfolio.html

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "beateclermont" <beateclermont@xxx> 
wrote:
>
> Hallo @ all,
> 
> at the moment I'm backtesting different strategies with historical 
data 
> e.g. S&P. Now I'm lokking for settings where for hole test the 
number 
> of contracts is limited to 1, equal how big is the initial equity or 
> how my "virtual account" has developed.
> 
> Example: The S&P has developed from 400 points in 1990 to 1600 in 
2000 
> and 2007 and is now at 800 points. If I want to test all quotations 
at 
> once and I has a start initial equity of 1600 (for the high in 2000) 
> the system starts trading with 4 contracts ....
> 
> Is there any solution how to limit contract number in settings for 
> backtesting?
> 
> Many thanks for your help.
> 
> Greetings 
> Beate
>



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