Re: [amibroker] portfolio backtest limiting sectors

["Edward Pottasch" <empottasch@xxxxxxxxx>]

thanks for the suggestion Duke.  I have some experience with the Custom Backtester so I will try myself first. 

Today my large oil position works out very well :)

regards, Ed



  ----- Original Message ----- 
  From: Duke Jones, CMT 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Thursday, January 11, 2007 4:04 PM
  Subject: Re: [amibroker] portfolio backtest limiting sectors


  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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