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Re: [amibroker] portfolio backtest limiting sectors



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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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