|
PureBytes Links
Trading Reference Links
|
Another way would be to make all negative numbers 0, i.e.
PositionScore = IIf(ROC(Close,10) > 0, ROC(Close,10), 0);
This will make sure that only positive numbers are considered in a
trading decision.
--- In amibroker@xxxxxxxxxxxxxxx, "msc626" <msc626@xxxx> wrote:
> For long only make sure PositionScore > 0. If you have negative
> PositionScores, add an arbitrary amount to ensure all scores are
> greater than 0.
> Example: PositionScore= ROC(Close,Periods) + 100;
> Do the opposite for short only.
> dale b
> --- In amibroker@xxxxxxxxxxxxxxx, "davelansing2004"
<d.ankrapp@xxxx>
> wrote:
> > Hello all,
> >
> > When using EnableRotationalTrading in the backtesting mode, is
> there
> > a way to limit the trades to *only* long? or *only* short?
> >
> > Thanks!
> >
> >
> > Dave Ankrapp
> > Lansing, MI
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|