I'm trying to set the custom backtest position size to 50% of portfolio equity but the script keeps applying the full portfolio equity to the signal. what's wrong with this code?? do I have to specify any other particular settings?
if( Status("action") == actionPortfolio ) { bo = GetBacktesterObject(); bo.PreProcess(); for( bar = 0; bar < BarCount; bar++ ) { CurrentPortfolioEquity = bo.Equity; for( sig = bo.GetFirstSignal( bar ); sig; sig = bo.GetNextSignal( bar ) ) { if( CurrentPortfolioEquity > 1 ) sig.PosSize = -50; } bo.ProcessTradeSignals( bar ); } bo.PostProcess(); }