[amibroker] Re: Balancing Long and Short positions in backtesting

["Joe" <j0etr4der@xxxxxxxxx>]

Your question could not be more timely.  It's a new feature in 5.20.

http://www.amibroker.com/guide/h_portfolio.html#NEUTRAL

Joe





--- In amibroker@xxxxxxxxxxxxxxx, "chapman49682" <chapman49682@xxx> wrote:
>
> I have searched the database and cannot seem to find information on 
> this topic:  
> 
> I have a strategy that trades swing positions both long and short.  I 
> would like to limit the number of positions in each direction, so that 
> I don't end up with, say, all Short positions in a down-trending 
> market, or all Long positions in a bull market.
> 
> In other words, for the purposes of backtesting, for a "maximum open 
> positions" of 10, I'd like to limit my long positions to 5 and short 
> positions to 5.
> 
> Is there a way to do this?
> 
> thanks,  Rob
>



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