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Hello,
How can I get "total net position value" in backtester?
My system gives buy and sell signal with positionScore but I would like
to backtest a market neutral system. One idea I have is to adjust
position score to favor long trades when I am net short and short
trades when I am net long.
But how can I get the net position in AB? which is the sum of position
value of open trades.
Regards,
Olivier
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