I am back testing four strategies on NSE FNO stocks which are around 210.
I want to limit the open position to max 2 scrip wise.
for ex: if out of four, two strategies have taken a buy position in "Reliance fut"
then remaining two should not take buy position in "Reliance fut".
SetPositionSize() option in amibroker is limiting the position but only on equity basis.
Thank you.
I want to limit the open position to max 2 scrip wise.
for ex: if out of four, two strategies have taken a buy position in "Reliance fut"
then remaining two should not take buy position in "Reliance fut".
SetPositionSize() option in amibroker is limiting the position but only on equity basis.
Thank you.