Futures Experience: Intermediate
Favorite Futures: Gold
Posts: 26 since Aug 2016
Thanks: 22 given,
Portfolio back test with multi positions
I would like to do a Portfolio backtest with (say) 10 assets. I would like to enter each asset whenever there is a signal. I would thus like to be able to have many open position at any given time.
The only restriction I would like is for only one position per asset at the time.
When I do Portfolio backtesting it only allows for one asset per time. So one trade have to close before entering the next.
How do I change to be able to have positions in many assets at the same time?