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I'm trying to set the custom backtest position size to 50% of portfolio equity but the script keeps applying the full portfolio equity to the signal. what's wrong with this code?? do I have to specify any other particular settings?
if( Status("action") == actionPortfolio ) {
bo = GetBacktesterObject();
bo.PreProcess();
for( bar = 0; bar < BarCount; bar++ ) {
CurrentPortfolioEquity = bo.Equity;
for( sig = bo.GetFirstSignal( bar ); sig; sig = bo.GetNextSignal( bar ) ) {
if( CurrentPortfolioEquity > 1 ) sig.PosSize = -50;
}
bo.ProcessTradeSignals( bar );
}
bo.PostProcess();
}
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