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

["_sdavis" <_sdavis@xxxxxxxxx>]

Thanks for confirming.

--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> 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@xxx>
> 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);
> > }
> > 
> > 
> > 
> > 
> > ------------------------------------
> > 
> > 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:
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> > 
> > For other support material please check also:
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> > Yahoo! Groups Links
> > 
> > 
> >
>



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