[amibroker] Number of trade

[Bernard Bourée <bernard@xxxxxxxxxx>]

I'm running a system on a WL which contains 40 stocks.
I have defined the portfolio rules as following:

//Set Trade Delays and Initial Equity
SetOption("InitialEquity", 100000);
SetTradeDelays(1,1,1,1);
RoundLotSize = 1;

//Position Size Info
SetOption("MinShares",1);
MaxPos = Optimize("Max Positions",5,1,20,1);
SetOption("MaxOpenPositions",MaxPos);
PositionSize = -100/MaxPos;

The report give indicate at the first trade occurs on 23/7/92.
The system gave 10 entry signals. One Long trade was performed on stock AC with a position of 20% of the equity which is in accordance with the settings.

But why the other signals were not traded with the remaining equity ?

Thanks for your help.

Bernard


22/07/1992
    Entry signals(score):
    Exit signals:
    0 Open Positions: , Equity: 100000, Cash: 100000
23/07/1992
    Entry signals(score):AC.PA=Buy(1), ACA.PA=Buy(1), AGF.PA=Buy(1), AI.PA=Buy(1), BN.PA=Buy(1), BNP.PA=Buy(1), CA.PA=Buy(1), CAP.PA=Buy(1), CGE.PA=Buy(1), CO.PA=Buy(1),
    Exit signals:
    Enter Long, AC.PA, Price: 19.82, Shares: 1009, Commission: 0, Rank: 1, Equity 100000, Margin Loan: 0, Fx rate: 1
    1 Open Positions: , AC.PA (+1009), Equity: 99909.2, Cash: 80001.6
24/07/1992
    Entry signals(score):
    Exit signals:
    1 Open Positions: , AC.PA (+1009), Equity: 99818.4, Cash: 80001.6

-- 
Bernard Bourée
bernard@xxxxxxxxxx
Mob: +33 6 09 11 05 91 

Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com

For other support material please check also:
http://www.amibroker.com/support.html

---

YAHOO! GROUPS LINKS

•  Visit your group "amibroker" on the web.
   
•  To unsubscribe from this group, send an email to:
   amibroker-unsubscribe@xxxxxxxxxxxxxxx
   
•  Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.

---