Re: [amibroker] portfolio backtest limiting sectors

["Tomasz Janeczko" <groups@xxxxxxxxxxxxx>]

Hello,

Custom backtester is the fastest solution to this problem.

Best regards,
Tomasz Janeczko
amibroker.com
  ----- Original Message ----- 
  From: Edward Pottasch 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Thursday, January 11, 2007 3:23 PM
  Subject: [amibroker] portfolio backtest limiting sectors


  hi,

  did anyone by any chance write some code enabling a limit to the amount of stocks bought in any 1 sector when using a portfolio type system?  I use a counter trend system and I am kind of loaded with oil stocks at the moment. I want to limit this to say 25%. 

  I guess this can only be accomplished using the custom backtester, right? Or is there a simpler way?

  thanks,
  rgds, Ed
   
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