[amibroker] Re: How to get "total net position value" in backtester for market neutral systems

["Mike" <sfclimbers@xxxxxxxxx>]

Have a look at the file "AmiBroker Custom Backtester Interface.pdf 
" posted by gp_sydney in the Files section of this group.

Within your own custom backtest code, you can iterate through your 
open positions on a bar by bar basis. Gather the necessary 
statistics, then iterate through the signals for that bar and adjust 
the positon score property as needed.

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "olivier_molongo" 
<olivier_molongo@xxx> wrote:
>
> 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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