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[amibroker] Re: Trading the equity curve



PureBytes Links

Trading Reference Links

That's great - appreciate the references.  Here's some code I came up
with - it doesn't work and I'm not sure why:

ecurve = Foreign("~~~Equity","C");
ecurvema = MA(ecurve,50);
IIf(Ref(ecurve,-1)<Ref(ecurvema,-1),PosQty=10,PosQty=2);

The basic idea here is to just change the number of positions based on
the whether or not the system equity is above or below a 50 day moving
average.  However, in my testing, I can see that it never takes 10
positions.  Now the system I'm trading easily goes above a 50 day
average - but clearly something isn't working.  Is my approach totally
incorrect?


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