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Hi Mike,
thanks for your answer.
I tried it already in the past with this code (SetOption
("MaxOpenPositions",1)), but this code limits only the number of open
trades at the same time and not the contract number in a trade. :(
There must be an other solution....
Greetings
Beate
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Beate,
>
> See Max Open Positions setting.
> http://www.amibroker.com/guide/h_portfolio.html
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "beateclermont" <beateclermont@>
> 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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