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I posted this note a few days ago. Nobody responded to it. I assume
that it is not possible to set max position size based on industry
and groups. Do you think that such a feature would be a good
enhancement to the software?
--- In amibroker@xxxxxxxxxxxxxxx, "tipequity" <tipequity@xxxx> wrote:
> I am trying to accomplish the following in a portfolio backtest:
>
> Position Size per stock= 10%
> Max position size per group=20%
> Max position size per industry=50%
>
> Is this possible? any suggestions?
>
> Thanks
>
> Cam
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