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Re: [amibroker] PositionSize Question



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Graham,

That is a plugin provided by Stephane Carrasset....it should be in the
3rd party area.

Anthony

Graham wrote:

>  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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