Assuming that you have no limit on the total number of open positions, but do want to limit the number of *new* positions at each bar, you can write custom backtest code to set the positionsize to 0 at each bar for any remaining signals beyond the first 5.
You may need to first sort the signals by postionscore, I don't recall what order they are in. Refer to the document "AmiBroker Custom Backtester Interface.pdf " by gp_sydney in the Files section of this group to learn how to write your own code: http://finance.groups.yahoo.com/group/amibroker/files/ Mike --- In amibroker@yahoogroups.com, "guhu0434" <[EMAIL PROTECTED]> wrote: > > --- In amibroker@yahoogroups.com, "_sdavis" <_sdavis@> wrote: > > > > Try this: > > > > SetOption("MaxOpenPositions", 5 ); > > PositionSize = -100/5; > > > Hy Sdavis, > > thank you for the hint. To my knowledge, with this option I can define > the total quantity of open position. I am looking for the total > quantity of to be bought position per bar. > > With regards, GuHu >
