I'd like to know where I can find info about the maxPOS or
max exposure data in the PortfolioBacktester data ?
This number seems critical to try to manage risk/exposure,
i can see there are ways of limiting it in the portfolio settings
but cannot find where to look to find data that gives an indication
of max pos/exposure during the backtest not the final position
which is always zero/ 0 .
Based on your answer the most relevant to this question was
to insert an additional variable into the signal code:
Value1 = Portfolio_CurrentEntries;
So once inserted into the signals and the portfolio backtest is
re-run then I am right in thinking that the Portfolio report will
have extra data or fields in the reports that will include
Max_Current entries or such like ?
-continue8
MaxPOSITIONof simultaneous positions in PortfolioBacktester?
- Andrew MultiCharts
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Re: MaxPOSITIONof simultaneous positions in PortfolioBacktes
Based on your answer the most relevant to this question was
to insert an additional variable into the signal code:
Value1 = Portfolio_CurrentEntries;
So once inserted into the signals and the portfolio backtest is
re-run then I am right in thinking that the Portfolio report will
have extra data or fields in the reports that will include
Max_Current entries or such like ?
-continue8
to insert an additional variable into the signal code:
Value1 = Portfolio_CurrentEntries;
So once inserted into the signals and the portfolio backtest is
re-run then I am right in thinking that the Portfolio report will
have extra data or fields in the reports that will include
Max_Current entries or such like ?
-continue8
- ABC
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- Location: www.abctradinggroup.com
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Re: MaxPOSITIONof simultaneous positions in PortfolioBacktes
continue8,
this won't add information to the Portfolio Report you can only work with the reserved word in your code and maybe print out the information you want to see to text files.
Regards,
ABC
this won't add information to the Portfolio Report you can only work with the reserved word in your code and maybe print out the information you want to see to text files.
Regards,
ABC
- Andrew MultiCharts
- Posts: 1587
- Joined: 11 Oct 2011
- Has thanked: 931 times
- Been thanked: 559 times
Re: MaxPOSITIONof simultaneous positions in PortfolioBacktes
Sorry, continue8. I missed that in your first post: ABC is right - there will be no extra column or line in the report, but you can print the calculated values into a text file.I am right in thinking that the Portfolio report will
have extra data or fields in the reports that will include
Max_Current entries or such like ?