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?
Questions about MultiCharts and user contributed studies.
3 posts • Page 1 of 1