Re: [amibroker] Rotational Trading - Questions

["Tomasz Janeczko" <groups@xxxxxxxxxxxxx>]

Yes,

index = Foreign("!NDX", "C");

Assumming you have 4 open positions (25 of equity)

SetPositionSize( IIF( index < MA( index, 50 ),  12.5, 25 ); // use 12.5% of  equity if market is below 50 day average, otherwise 25%

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "dmcleod1981" <dmcleod1981@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, February 13, 2008 3:10 AM
Subject: [amibroker] Rotational Trading - Questions


> In a rotational trading system is there a way to cut position sizes
> down if a certain condition is true. A simple example can you cut the
> position size in half if the market is under its 50 day moving
> average? I tried using an iif statement but couldn't get it to work.
>
> Also, I have been searching the archives for a post that described how
> to combine the signals of different systems into one then back test
> that as a single portfolio. If anyone remembers the thread name or has
> that thread marked I would love to review that information.
>
> Thanks
> DM
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
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> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
> Yahoo! Groups Links
>
>
>



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