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QuantShare
2013-08-22 19:10:02
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Yes, you can do that in the money management script. You can for example trade long or short aox depending on the number of shares you have on the long and short side (calculate the difference).
Setting a different weight for longs and shorts can be done using the money management script too.
Example:
Portfolio.UpdateCategorySettings("long", 60, 10, null); // 10 positions for longs / 60%
Portfolio.UpdateCategorySettings("short", 40, 10, null); // 10 positions for shorts / 40%
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