[amibroker] Re: Maximum trades per day?

["paultsho" <paul.tsho@xxxxxxxxx>]

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 amibroker@xxxxxxxxxxxxxxx, Keith McCombs <kmccombs@xxx> 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
>




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