1. Use Custom Backtester.
2. Buy = 1,
so that you get a signal for every stock.
3. At each bar(week/month), check open positions, handle them as you wish.
Iterate through the signals, they will be ranked by position score.
Enter long trade for the top N signals, Enter Short trade for bot N
signals (depending on how you handled the open positions).
On Tue, Mar 31, 2009 at 7:54 AM, jim fenster <[email protected]> wrote:
> I am unable to program this thing to take equal amounts of shorts and
> longs because the sometimes the positionscore is all positive other times
> all negative etc. I can make them happen individually by adding or
> subtracting a large amount to the positionscore.
> So if I make a system to take only longs and then a system that takes only
> shorts, can i somehow combine them so i can see the results combined?
>
> jim
>
>
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