[amibroker] Trying to get CBT to apply portfolio wide stop based on current portfolio profit

[radmobile_radmobile]

I want to exit all trades if the average profit for all the open positions in a 
portfolio exceeds a specified value. At the end of this message is the code I 
have come up with, I do not think it is working correctly. The reason I am 
suspect is that the number of trades I see that show "10" as the reason for 
exit is only about 1% of all the trades taken. I'd expect the portfolio stop to 
be triggered more like 40% of the time. I am new to the custom backtester and 
could really use some help. Thanks!


EnableRotationalTrading(); 

Maxp = 3;
PositionScore =  1000 - MA( (C/Ref(C,-1)-1),3);

PositionSize = -(100/Maxp); 

SetOption("WorstRankHeld", Maxp+2);
SetOption("MaxOpenPositions", Maxp); 
SetOption("MaxOpenlong", Maxp); 
SetOption("MaxOpenshort", Maxp); 



SetOption("UseCustomBacktestProc", True ); 
if( Status("action") == actionPortfolio )
{
  bo = GetBacktesterObject();
  bo.PreProcess(); // Initialize backtester
  for(bar=0; bar < BarCount; bar++)
  {
   bo.ProcessTradeSignals( bar );


   SumProfitPer= 0; //reset on every bar
   NumTrades = 0;
   
  
   for( pos = bo.GetFirstOpenPos(); pos; pos = bo.GetNextOpenPos() )//iterate 
through all open positions for current bar
   {
                SumProfitPer = SumProfitPer + pos.GetPercentProfit(); //sum 
open profit percent for positions
       NumTrades++; // count open trades
                
        }

        
Avp = (SumProfitPer / NumTrades); //average portfolio profit

   for( posi = bo.GetFirstOpenPos(); posi; posi = bo.GetNextOpenPos() ) 
//iterate through open positions again
   {
                price = posi.GetPrice( bar, "c" );
   
   
    if( Avp >= 1.5 AND NumTrades=Maxp ) // if average profit crosses amount 
exit all open trades at bar close
    {
     bo.exittrade( bar, posi.Symbol,price,10); //10 is just the tag so we know 
this stop was triggered
    }
   }


  }
  bo.PostProcess(); // Finalize backtester
}