Re: [amibroker] portfolio backtest limiting sectors

[Edward Pottasch]

thanks Tomasz



  ----- Original Message ----- 
  From: Tomasz Janeczko 
  To: amibroker@yahoogroups.com 
  Sent: Thursday, January 11, 2007 3:38 PM
  Subject: Re: [amibroker] portfolio backtest limiting sectors




  Hello,

  Custom backtester is the fastest solution to this problem.

  Best regards,
  Tomasz Janeczko
  amibroker.com
    ----- Original Message ----- 
    From: Edward Pottasch 
    To: amibroker@yahoogroups.com 
    Sent: Thursday, January 11, 2007 3:23 PM
    Subject: [amibroker] portfolio backtest limiting sectors


    hi,

    did anyone by any chance write some code enabling a limit to the amount of 
stocks bought in any 1 sector when using a portfolio type system?  I use a 
counter trend system and I am kind of loaded with oil stocks at the moment. I 
want to limit this to say 25%. 

    I guess this can only be accomplished using the custom backtester, right? 
Or is there a simpler way?

    thanks,
    rgds, Ed