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thanks Tomasz
----- Original Message -----
From: Tomasz Janeczko
To: amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, January 11, 2007 3:38 PM
Subject: Re: [amibroker] portfolio backtest limiting sectors
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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