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[amibroker] PositionSize for equal investments (ref. Msg 78740; Ed/Herman)

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Morning,

In message 78740 Ed and Herman "completed" their discussion on ways 
to limit the long-short positions via the low-level backtest 
functionality. A related message was 78732. (Feb/March 2005)

I was wondering whether Herman's original question was ever answered: 
How can you maintain an equal investment in Longs/Shorts via the 
PositionScore/PositionSize.

It seems to me that the way to do this is to use ScaleIn/-Out 
triggered at the signal-level in low-level backtester, but perhaps 
this can also be achieved via EnableRotationalTrading.

In any case, I have been unable to program a fairly standard rule 
like:

"Every month, buy the top 10% of stocks of WatchList1 and short the 
bottom 10%. Use equal/marketcap/x weights. Rebalance every month, not 
only the constituents of the top/bottom 10% BUT ALSO the actual 
weights."

This means that even if a stock remains in the top 10%, I may have to 
sell part of the position because its weight has exceeded my limit. 
That limit, by the way, could be determined by an external time 
series, like relative mcap versus a benchmark.

Any help appreciated (Ed/Herman?),

Thanks,

Patrick    




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