Hey Mike, thanks again. Your link pointed me to the right direction. It was easy. If anyone is as crazy as me to bother with hedges, just use this:
// signal-based backtest, redundant (raw) signals are NOT removed, // MULTIPLE positions per symbol will be open if BUY/SHORT signal is //"true" for more than one bar and there are free funds // Sell/Cover exit all open positions on given symbol, Scale-In/Out work on all open positions of given symbol at once. SetBacktestMode( backtestRegularRawMulti );
