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Hi there,
the following is my backtest for trading a portfolio of 10 stocks
according to some BUY and SELL rules. Thanks to Yuki, Fred and Graham,
I have figured out how to do this now.
SetOption ("MaxOpenPositions", 10);
PositionSize = -100 / 10 ; // trade a portfolio of 10 stocks
PositionScore = C; // prefer the highest priced stocks
Buy = MyBuyConditions;
Sell = MySellConditions;
Short = MyShortConditions AND Name() == "QQQQ";
Cover = Buy;
For going SHORT, I want to trade the QQQQ only, but with FULL equity.
Unfortunately, I can not figure out, how to reset Positionsize. It
always trades only 10% of equity (which is correct for going LONG, 10%
of equity for 1 stock). But for going SHORT I want to trade the FULL
equity with the QQQQ (just 1 position). How do I reset POSITIONSIZE ?
Thanks for any suggestions.
Werner
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