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Tomasz helped me out (thanks again) with reading the manual (4.42
beta readme).
I had wanted to use existing code with minimal change to take
advantage of the new portfolio scoring feature, and thereby see how
position size and the other parameters affected drawdown.
The code below now works for long only trades (doesn't go short).
The trick for me was that a score of zero disqualifies scoring and
results in exit from a long position. The buy/sell criteria below are
not recommended!
/*CB-PB*/
PositionSize=-2;
Hhb=HHVBars(H,19)<=12;
Lowp=L<=LLV(L,7);
Buy=Hhb AND Lowp;
Sell= HHV(H,12)<=H ;
/*poor man's scoring*/
Somebuy=Flip(Buy,Sell);
PositionScore=IIf(somebuy,somebuy,0);
regards
Gerry
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