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In doing a portfolio backtest, is it possible to assign a different
position sizing to one group and a different one to another? I want to
see the combined performance of a basket of stocks and a basket of
futures on one equity curve so I figured I would just combine the list
being tested. This being possible because I am using the same trading
system for both. However, I want have a different position size for
both groups. I would assume it would look something like this except
needing to place an "OR" for each stock, etc.:
iif(security == "ticker",positionsize = 5000, positionsize = 10000);
But I am not sure how to reference the security the backtester is
currently testing. I tried looking in the manual but I am not exactly
sure what I would be asking to search.
David
P.S.: I appreciate all the help found in this forum. It is an amazing
resource.
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