thanks for the suggestion Duke. I have some experience with the Custom Backtester so I will try myself first.
Today my large oil position works out very well :) regards, Ed ----- Original Message ----- From: Duke Jones, CMT To: [email protected] Sent: Thursday, January 11, 2007 4:04 PM Subject: Re: [amibroker] portfolio backtest limiting sectors Ed, Graham did a similar project for me using categories for funds as I wanted to restrict the number of funds by style/class etc. It was easier and faster for me to hire Graham than grind through the project myself. It also ended up being a great solution for further expansion i.e. sectors and industry groups etc. Since he has already done most of the work I am sure he could work a very affordable and quick solution for you. Just an idea to ponder. Regards, Duke Jones, CMT > -------Original Message------- > From: Edward Pottasch <[EMAIL PROTECTED]> > Subject: [amibroker] portfolio backtest limiting sectors > Sent: 11 Jan '07 20:23 > > 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
