[amibroker] Hedging with PositionScore?

["Herman van den Bergen" <psytek@xxxxxxxx>]

I have a short-term trading system that trades a fixed set of stocks (10-20) from a Watchlist (20-40). The system generates both Long and Short signals at the same time, i.e. i am usually Long and Short at the same time on different stocks. 

 

How do i use PositionScore or PositionSize to maintain equal investment in Long and Short positions at all times? The idea is to create some system immunity against overall market movements.

 

many thanks for any idea you may have,

herman.

 

 

 

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