Hello Keith
I think you need to use the Low Level custom backtester. The following code
hasn't been tested but should illustrate the principle behind it
if(status("action") == actionPortfolio)
{
d = DateNum();
MaxDayPositions = 10;
for(bar = 0; bar < Barcount; bar++)
{
if(d[bar] != d[bar - 1]) MaxDayPositions = 10;
for(sig = bo.GetFirstSignal(bar); sig; sig = bo.GetNextSignal(bar))
{
if(MaxDayPositions > 0 && sig.IsEntry())
{
bo.EnterTrade(bar, sig.Symbol,.....
......
/Paul.
--- In [email protected], Keith McCombs <kmcco...@...> wrote:
>
> Can someone suggest how I might limit the _total_ number of trades taken
> per day, using intraday data?
>
> I don't mean MaxOpenPositons, which refers to number of _simultaneous_
> positions.
>
> Thank you.
> -- Keith
>
