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PureBytes Links
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scCMO
is a DLL written by a user, available in Yahoo files or the AB
library.
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You
can substitute CMO(6), same result.
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<FONT face=Arial color=#0000ff
size=2>Herman
<FONT face=Tahoma
size=2>-----Original Message-----From: Graham
[mailto:gkavanag@xxxxxxxxxxxxxx]Sent: Wednesday, February 12, 2003
3:38 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE:
[amibroker] PositionSize QuestionI 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 AMTo: Amibroker@xxxxxxxxxxxx ComSubject: [amibroker]
PositionSize QuestionHello,If I test the code segments one and
two below separately, why do i getdifferent
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 twoPositionSize = Q * -100; // When Q==0 my PS
is 0%, when Q==1 my PS is100%.Thanks for any explanation you can
give,Herman.Post AmiQuote-related messages ONLY to:
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