Thanks for the link, I'll read through it and see if I can figure it out. Much appreciated!
--- In [email protected], "Mike" <sfclimb...@...> wrote: > > 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" <doubletopper@> 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 > > >
