http://www.amibroker.com/kb/2014/11/26/handling-limit-orders-in-the-backtester/
What I'm trying to add to a system I'm developing is a way to use limit orders the way I'd be using them in actual trading, where I would enter "x" amount of limit orders in the evening for the next trading day depending on how many open positions I already have.
For example the system has a max open positions of 10. If 7 positions are open and theirs 6 signals for the next day, I only want to enter limit orders the day before for the top 3. The other 3 will be ignored.
I reviewed the bottom AFL of that link from an article from TJ and think it's what I'm looking for but perhaps I'm reading the AFL wrong and the loop.
The only reason I'm not sure is I'd expect some AFL to reference the number of current open positions. Perhaps I need to review the custom backtester for what I want to do?
Posted by: brandon.richard03@yahoo.com
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