1. Write your logic to generate buy/sell independant of the number of positions (e.g. if using a crossover, just code the crossover as usual).
2. Calculate a PositionScore for each signal (i.e. what is your definition of "strongest") 3. Write custom backtester code to (on a bar by bar basis) sort signals by PositionScore and then set the PositionSize to zero for any remaining signals after the first 3. See "AmiBroker Custom Backtester Interface.pdf" in Files section of this group. Mike --- In [email protected], "giggollo99" <[EMAIL PROTECTED]> wrote: > > Thanks for the tip, but it doesnt do what im looking for. Say i have > 100 stocks in database, at 9:30am i want to buy the strongest 3 > stocks, then at 9:31 i want to buy the strongest 3 stocks at that > time, and at 9:32 i want to buy the strongest 3 stocks at that time etc. > > In other words, for every bar i want to buy exactly 3 stocks. > > MaxOpenPositions/MaxOpenLong/MaxOpenShort will limit the TOTAL number > of positions held, but how do i limit the number of positions that are > opened per bar? > > Thanks > g > > --- In [email protected], "vlanschot" <vlanschot@> wrote: > > > > Not exactly clear what you want, but take a look at SetOption > > ("MaxOpenLong") and ("MaxOpenShort"), available since version 5.11 > > > > PS > > > > --- In [email protected], "giggollo99" <giggollo@> wrote: > > > > > > How can i specify that i want a maximum of 3 positions to be opened > > > per bar? Note this is not the same as "max open positions". > > > > > >
