After running a portfolio backtest, I noticed that some potential
trades were missed. What i learned was that when initially the buy
signal was fired there was not enough buying power to get execute the
trade. Subsequent to the initial buy signal another buy signal fires
and this time there is enough buying power to execute the trade.
However, backtester doesn't allow the trade because it has a the
initial buy signal and pyramiding is not allowed. Is there a way that
I allow pyramiding but only get one instance of open position for
each symbol? The following is my backtest criterion:
SetBarsRequired(1000000,0);
SetOption("InitialEquity", 100000); /* starting capital */
SetOption("CommissionAmount",8); /* commissions AND cost */
SetOption("CommissionMode", 2);
SetTradeDelays( 1, 1, 1, 1);
SetOption("PriceBoundChecking", 1);
SetOption("UsePrevBarEquityForPosSizing", 1);
SetOption("AllowPositionShrinking", True);
SetOption("MinShares", 100);
SetOption("AccountMargin", 100);
PositionSize = - 10;
