I'm trying to make a backtesting more realistic and wonder if it is possible to apply the:
EntriesPerDirection = 1;
In other words, when I backtest a strategy on a list of 300+ stocks, I will achieve this but only for one particular stock - many more trades will take place on the remaining stocks.
Is there a way to program a condition that accross the whole list of stocks which is backtested only 1 trade can take place at a time (the next one can be opened only once the 1st one is closed)
I believe this will give a better picture as to how much and how fast my account will change, because I will be trading in this manner.
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