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[amibroker] Problem with MaxOpenPositions being exceeded


  • Date: Sun, 24 Jan 2010 22:10:53 -0000
  • From: "ramoncummins" <ramoncummins@xxxxxxxxxxx>
  • Subject: [amibroker] Problem with MaxOpenPositions being exceeded

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Hi Everyone, I'm having a problem with MaxOpenPositions and my EOD systems. Basically the backtester is entering trades above my MaxOpenPositions threshold because of sell signals occurring the same day.
This issue was discussed here and a solution was provided by Edward, however his solution prevents any new trades from being entered until ALL currently open positions are exited (which means that capital is not being utilised even though it is free). However, I would like a new trade to be entered if MaxOpenPositions has not been reached. 

Any help much appreciated, hope that makes sense!

Ramon




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