Re: [amibroker] Adjusting MaxOpenLong MaxOpenShort according to changing conditions?

["Tomasz Janeczko" <groups@xxxxxxxxxxxxx>]

Hello,

No.
These are MAXIMUMS that are set ONCE (per backtest).

To implement what you want you should either
a) adjust position score (the simplest method) - more positive values means more long trades
 - without SeparateLongShortRank 
b) use custom backtester to adjust positions as shown here:
http://www.amibroker.com/kb/2006/03/06/re-balancing-open-positions/

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "_sdavis" <_sdavis@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, June 17, 2008 6:47 PM
Subject: [amibroker] Adjusting MaxOpenLong MaxOpenShort according to changing conditions?


> Is something like this possible? I suspect the options cannot be
> changed on a per-bar basis. Any suggestions?
> 
> 
> SetOption("SeparateLongShortRank", True );
> 
> if (market is trending up)
> {
> SetOption("MaxOpenLong", 7);
> SetOption("MaxOpenShort", 3);
> }
> else if (market is trending down)
> {
> SetOption("MaxOpenLong", 3);
> SetOption("MaxOpenShort", 7);
> }
> else // flat
> {
> SetOption("MaxOpenLong", 5);
> SetOption("MaxOpenShort", 5);
> }
> 
> 
> 
> 
> ------------------------------------
> 
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> 
> To get support from AmiBroker please send an e-mail directly to 
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> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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> 
> 
> 

------------------------------------

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