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Ed,
Graham did a similar project for me using categories for funds as I wanted to restrict the number of funds by style/class etc. It was easier and faster for me to hire Graham than grind through the project myself. It also ended up being a great solution for further expansion i.e. sectors and industry groups etc. Since he has already done most of the work I am sure he could work a very affordable and quick solution for you. Just an idea to ponder.
Regards,
Duke Jones, CMT
> -------Original Message-------
> From: Edward Pottasch <empottasch@xxxxxxxxx>
> Subject: [amibroker] portfolio backtest limiting sectors
> Sent: 11 Jan '07 20:23
>
> 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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