Rank: Advanced Member
Groups: Registered, Registered Users
Joined: 4/27/2005(UTC)
Posts: 126
Location: Italy
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In System Editor - General there is something called "Position limit" explained in help as follows: "Position Limit Check this option to close any open positions before new positions are opened. You can specify that only one position can be open at a time, or you can allow up to 65,536 simultaneous open positions by unchecking this box." While this is clear when testing a system on a single security, I do not understand the implications if testing a system on a portfolio of securities. Could somebody help me clarify this aspect? Many thanks in advance.
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Rank: Member
Groups: Registered, Registered Users
Joined: 4/27/2005(UTC)
Posts: 13
Location: Salt Lake City, UT
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The Enhanced System Tester tests each security individually. The position limit would apply on a per-security basis, not as a global amount.
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Rank: Advanced Member
Groups: Registered, Registered Users
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