Hello. I would like to solve the reason why I have 17 open positions while in the strategy there is a condition to go long when "number of open positions is less than 4". Thank you!!
I am backtesting the Wealthsignals dataset SP500 on daily basis. Multiple positions management. Sizing: trading the equity curve (10/5).
I am backtesting the Wealthsignals dataset SP500 on daily basis. Multiple positions management. Sizing: trading the equity curve (10/5).
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The system takes multiple positions. Have you checked "Across Portfolio?" in that condition block?
No, I didn't check "across portfolio" because I want this rule valid only for this strategy. It takes multiple positions because I want active risk management, and it's limited by the "less than 4" condition. Somehow the strategy opens 17 positions, overriding the "less than 4" condition.
Checking "Across Portfolio" means that it will still apply only to this Strategy, but to ALL symbols being processed by the Strategy.
Try it out!
Try it out!
Ohh!! Now I understand so with this unchecked, the 5 open positions rule was applied to just the same asset, therefore it still opened different ones. Danke schung!!!
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