In portfolio backtester when I put this setting:
insert 5 instrument
trade size for each instruemnt: 100.000
Initial portfolio capital put 100.000
When I have a buy signal (for all the instrument in the same day) I have all the instrument in portfolio with total capital invested 500.000 while the max capital invested should be 100.000 (Initial portfolio capital put 100.000) and should be only a instrument in portfolio .
Is this the way to work of PORTFOLIO BACKTESTER or I did a mistake?
Regards
Riccardo
Portfolio backtester
Re: Portfolio backtester
In attachment setting, code and result...
I should have onle 1 instrument rather then two (like I have), right?
Please help me...
I should have onle 1 instrument rather then two (like I have), right?
Please help me...
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