Re: [amibroker] portfolio backtest limiting sectors

["Edward Pottasch" <empottasch@xxxxxxxxx>]

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

   
Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.432 / Virus Database: 268.16.9/622 - Release Date: 1/10/2007 2:52 PM