[amibroker] Help: sum of position sizing per ticker

["Fadut" <filipeadutra@xxxxxxxxx>]

Hi, fellows. I have researched the list and checked the manual but I couldn't find the answer for this issue.  So, I ask help with position sizing. 

I am back-testing some strategies. In the formula I use backtestRegularRawMulti, which allow some buy signals before a sell signal. I use PositionSize function that defines an amount of portfolio equity per trade. However, I would like to limit the sum of position value PER security and didn't discover how to do it. 

For instance: I could have PositionSize = 2%, of portfolio equity for each trade, and in some way a limit of "Sum PositionSize PerTicker" = 8%, of portfolio equity . In this way, the system will allow at most 4 trades per ticker before next sell signal.

How to implement this limit in AFL language?

Thanks a lot

Filipe



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