look at Message #108122 or search the user group for "MaxBuys per bar in backtesting".
--- In [email protected], "giggollo99" <[EMAIL PROTECTED]> wrote: > > Thanks to all who responded. Yes I wanted the next batch of 3 stocks > added to my current holdings. Sounds like there is consensus this can > be done with custom backtester so i will look check that out, thanks again > > --- In [email protected], "vlanschot" <vlanschot@> wrote: > > > > OK, but clarify further: do you want the next batch of 3 stocks added > > to your current holdings, or do you want to rotate in/out to always > > hold 3? > > > > Did you have a look at custom backtesting settings, i.e. the CBT for > > that? > > > > PS > > > > --- In [email protected], "giggollo99" <giggollo@> 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". > > > > > > > > > > > > > > >
