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
