Re: [amibroker] Is it possible to control # of open positions for short and long positions?

["Tomasz Janeczko" <groups@xxxxxxxxxxxxx>]

Hello,

Only from custom backtester level: you can iterate through OpenPosition list
and count how many longs and shorts you already have. And if limit
is reached, set all long / short signal price to -1 (minus one is a marker
that says - ignore signal) in the custom backtester.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "dbirru" <dbjunk@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, January 13, 2008 4:03 AM
Subject: [amibroker] Is it possible to control # of open positions for short and long positions?


> Hi,
> 
> I want to try a market neutral strategy by using long and short positions.
> After spending a few hours searching, I was not able to find a way to
> control # of open positions for short and long positions independently.
> Example, 5 open long and 8 open short.
> 
> Is it possible to control # of open positions for short and long
> positions independently? 
> 
> Thanks.
> Dan
> 
> 
> 
> Please note that this group is for discussion between users only.
> 
> To get support from AmiBroker please send an e-mail directly to 
> SUPPORT {at} amibroker.com
> 
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
> 
> For other support material please check also:
> http://www.amibroker.com/support.html
> 
> Yahoo! Groups Links
> 
> 
> 
> 
>


Please note that this group is for discussion between users only.

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For other support material please check also:
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