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I just get an error in the first line. What is scCMO?
Cheers,
Graham
-----Original Message-----
From: Herman van den Bergen [mailto:psytek@xxxxxxxx]
Sent: Thursday, 13 February 2003 9:51 AM
To: Amibroker@xxxxxxxxxxxx Com
Subject: [amibroker] PositionSize Question
Hello,
If I test the code segments one and two below separately, why do i get
different results?
Ind=scCMO(C,6);
Buy=Cross(-20,Ind);
Sell=Cross(Ind,20);
Short = Sell;
Cover = Buy;
Q = MA(C,5) > MA(C,20); // Just a test signal
// Code segment one
//Buy = Buy AND Q; // Trades are executed when Q==1
//Short = Short AND Q; // Trades are not executed when Q==0
// Code segment two
PositionSize = Q * -100; // When Q==0 my PS is 0%, when Q==1 my PS is
100%.
Thanks for any explanation you can give,
Herman.
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