Hello, I am new to Amibroker and I have some questions regarding Pyramiding and Position Management. I have seen a couple of threads that dealt with this issue, but not something that would resolve my particular problem.
On a typical Portfolio backtest, you would you use MaxOpenPositions in order to limit the number of positions in a backtest. However, when you use pyramiding Adding additional shares counts against your MaxOpenPositions. In other words, the backtest would open the maximum number of new positions, and then any additional new signals that might be generated through pyramiding could be ignored. Could you assign a PositionScore to securities that are currently open in the backtest? Or is there any other way to instead of limit OpenPositions directly, limit the number of open symbols. It seems like this would be a common problem Pyramiding without being able to control further the positions.
