Hi, I have a system that opens positions only at the market open of a trading day. At market open, it should calculate the position size based on the funds currently available at that time.
Today there was a signal at market open but no funds available. Later during the day, a trailing stop was hit on one of my open positions, causing that position to be closed. Tonight when I updated all quotes and ran the backtest, Amibroker shows the position from market open being opened, even there are no funds available. I can only assume that it believes funds were available because of the position which was exited later in the day. Obviously, the system should not be able to use funds which have not actually come available yet. How can I ensure that it will only open positions if the funds are available at market open? Thanks, Brandon
