For now there is no simple solution within the
higher level of AFL. In the lower level (using CBI, Custom backtester Interface)
it is possible. The trick basicly is that you add CBI code that allows you
to look at the available entry/exit signals and open positions per bar. Then you
decide which of the signals you want to use keeping your
portfolio approximatelly balanced.
How can I make a system allocate half of my capital to short trades and
half to long trades? For example, I would like to take 5 long and 5 short
positions for multiple stocks meeting my criteria. I hope that makes
sense.
Thanks,
Robert
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