You can fill in how many open positions you want and what amount of your
trading capital to invest in each. There are other ways than this.
In this example you have 10 positions maximum open at any one time and
all your equity is divided by bthe 10 positions. So for 100,000 equity
= 10 positions of 10,000. (approximately)
PosQty = 10; // You can define here how many open positions you want
SetOption("MaxOpenPositions", PosQty);
PositionSize = -100/PosQty; // invest 100% of portfolio equity divided
by max. position count
SetTradeDelays(1,1,1,1); // delay buy, sell, short, cover by 1 bar.
In Amibroker Users Guide, type in Portfolio-level back testing for a
better explanation. Take note of position score too.
--- In [email protected], "equtrader" <equtra...@...> wrote:
>
> Hello everyone,
>
> I am trying to learn how to backtest with AB and I cannto figure out
how to make a simple strategy to have multiple open positions. I get a
new tarde only after the previous open trade is closed but I want to be
able to have multiple open positions. Does anyone know what I must do
for that?
>
> Thanks in advance, Joe
>
