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Now a solution found. It must be:
SetPositionSize(1,spsShares);
for backesting only with one contract.
Thanks for your help
Greetings
Beate
--- In amibroker@xxxxxxxxxxxxxxx, "beateclermont" <beateclermont@xxx>
wrote:
>
> 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@> 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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