You can certainly use the CBT to control MaxOpenPositions, but you first need to decide the desired behavior. Suppose at bar 50, you have 6 open positions, then at bar 51, you determine there should only be 2 open positions. Will you automatically close 4 of the positions? If so, which 4?
--- In [email protected], "slipthruthecracks" <[EMAIL PROTECTED]> wrote: > > Thanks, Steve. > > I am looking at CBT then to determine if I can limit open positions > during a period that I define as a bear market. Any suggestions about > using this to limit maxopenpositions? > > Jack > > --- In [email protected], "Steve Davis" <_sdavis@> wrote: > > > > No, the MaxOpenPositions option is not an array, so you cannot change > > it on each bar. But PositionSize and PositionScore are both arrays, > > and you can change them on every bar. > > > > -Steve > > >
