yes it can be done. There was some talk on this in this thread: http://finance.groups.yahoo.com/group/amibroker-beta/message/3493
For now there is no simple solution within the higher level of AFL. In the lower level (using CBI, Custom backtester Interface) it is possible. The trick basicly is that you add CBI code that allows you to look at the available entry/exit signals and open positions per bar. Then you decide which of the signals you want to use keeping your portfolio approximatelly balanced. rgds, Ed ----- Original Message ----- From: Robert Terry To: amibroker@yahoogroups.com Sent: Saturday, September 01, 2007 10:52 PM Subject: [amibroker] Allocation of Capital How can I make a system allocate half of my capital to short trades and half to long trades? For example, I would like to take 5 long and 5 short positions for multiple stocks meeting my criteria. I hope that makes sense. Thanks, Robert
