PositionSize = -100/4;
SetOption("MaxOpenPositions", 20);
I make the following assumptions:
I should usually expect to have a maximum of four (4) Open Positions, each equaling approx. 25% of Equity.
The ONLY exception should be when I have 'Backtester Settings' > 'Portfolio' > 'Limit trade size as % of entry bar volume:' set as a non-zero value, AND the % of volume specified on the day of the Buy signal is less than 25% of Equity. (This could result in more than 4 Open Positions.)
Are there any other condition that would result in more than four (4) simultaneous Open Positions in the backtest?
The reason I ask is that my Backtest with the (MaxOpenPositions, 20) coded results in a 250% greater Net Profit versus when I have it commented out.
Rgds,
__._,_.___
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