Hi, I suspect that you will have to write custom backtester code to iterate through the open positions at each bar, do the math, and open/scale the hedge position as necessary.
Read the document "AmiBroker Custom Backtester Interface.pdf" posted by gp_sydney in the Files section of this group. Mike --- In [email protected], "doubletopper" <doubletop...@...> wrote: > > > > Hello, > > What I'm trying to do is I think relatively easy, but I'm still quite new to > AB and I've searched but can't find a way to figure this out. > > I want the program to compile the total net long or short, and put on a > reverse trade of something else (let's say SPY for ease) - so it runs the > program, 500 shares long, 100 short = go short 400 SPY > > I would also like it to be able to put on new trades and re-adjust the hedge. > So on day 2, the program goes 'net' short 500, now we buy the 400 from > yesterday and 500 more for today. > > Any ideas will be greatly appreciated! > > Thanks >
