I have a long/short trading strategy that on various days opens long and short positions in the same security, before it has closed via Sell and Cover any of the previously opened positions.
For example: 5/24/10 long 100 shares 5/25/10 long 100 shares 5/26/10 short 100 shares The detailed log backtester report lists my open positions on 5/26/10 as: security (+100) security (+100) security (-100) How can I get the backtester to report the net position holdings as below, instead of the trade holdings as above? security (+100) Warm regards, David