I have a portfolio and BUY and SHORT rules. However, for backtesting I only want the BUY or SHORT to be acted upon on for a subset of the total portfolio. Example: portfolio is "a", "b", "c". Go long "a" & "b" only, Go short "a" only.
This is cool. I had a minor in Finance and a major in Computer Engineering at CMU. I worked at e-trade and some banks and have personal and professional experience in finance as well as 20 years expertise in programming, So I think I could solve this quite easily.