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Yes the mode parameter should be spsPercentOfEquity.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "dmcleod1981" <dmcleod1981@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, February 14, 2008 2:41 AM
Subject: [amibroker] Re: Rotational Trading - Questions
> Tomasz, thank you that is great. If I can just confirm I am using this
> correctly I got an error in the format due to the function was missing
> the in percent of equity so it should read SetPositionSize( IIF( index
> < MA( index, 50 ), 12.5, 25 ),2); correct?
>
> Thanks
> DM
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>>
>> 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@xxx>
>> 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
>> >
>> > 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
>> >
>> >
>> >
>>
>
>
>
>
> 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
>
> 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
>
>
>
Please note that this group is for discussion between users only.
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