Your question could not be more timely. It's a new feature in 5.20. http://www.amibroker.com/guide/h_portfolio.html#NEUTRAL
Joe --- In [email protected], "chapman49682" <[EMAIL PROTECTED]> wrote: > > 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 >
