RE: [amibroker] Help Limiting number of positions added per day

["ta" <tagroups@xxxxxxxxxxxxx>]

You need to use Custom Backtester as follows:

 

MaxBuys = 5;

SetBacktestMode( backtestRegularRaw2 );

SetCustomBacktestProc("");

if ( Status( "action" ) == actionPortfolio )

{

                bo = GetBacktesterObject();

                bo.PreProcess();

 

                for ( sig = bo.GetFirstSignal( i ); sig; sig = bo.GetNextSignal( i ) )

                {

                                if ( sig.IsEntry() )

                                {

                                // this handles limiting of number of order per day

                                CanEnter = False;

                                                if ( CntBuys <= MaxBuys )

                                                {

                                                                bo.EnterTrade( i, sig.Symbol, True, sig.Price, sig.PosSize, sig.PosScore, RoundLotSize = 1);

                                                                CanEnter = True;

                                                                CntBuys++;

                                                }

 

                                                if ( ! CanEnter )

                                                                sig.Price = -1;

                                                }

        }

                bo.ProcessTradeSignals( i );

                }

                bo.PostProcess();

}

 

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of woodshedder_blogspot
Sent: Thursday, September 24, 2009 8:25 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Help Limiting number of positions added per day

 

 

Greetings group.

I want to limit the number of positions a system will take on any given day.

For example, if a system can handle 20 max positions, I would like it to only take on 5 new positions a day (assuming there are more than 5 valid signals per day) until it arrives at 20 positions, rather than taking on all available positions on day 1.

Thanks for your help.

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