|
PureBytes Links
Trading Reference Links
|
Thanks for the clues.
Using a simple PositionScore like:
C-MA(C,21)
Amibroker automatically chooses long or short irrespsective of
whether 'Positions' is set to 'Long' or 'Long and Short'.
It rotationally trades depending on the absolute value of the
PositionScore. So it will close a long position with a current score
of +0.8 to sell short a position with a score of -0.9.
So far, so excellent.
Currently, 9 of my 10 stocks are below the MA so Amibroker is holding
all short positions.
Is there a way to insist on, say, 3 long positions (if available) and
3 short positions?
Steve
--- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@xxx> wrote:
>
> Yes, it is possible - you need to:
>
> 1. Make sure, in settings, that you enable both long and short
trades.
> 2. Figure out how to apply a negative score to the equities you wish
> to short.
>
> So, you might do it based on distance from the 10 week moving
average,
> with those stocks that are below a 10 week moving average having
> negative scores.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "steve_almond" <me@> wrote:
> >
> > Is it possible to combine long/short in rotational trading?
> >
> > Assume a universe of just 10 stocks.
> >
> > Case 1:
> > I want to buy stocks above their 10 week MA and sell short those
below
> > their 10 week MA. This may not require rotational trading - just
> > buy/short?
> >
> > Case 2:
> > I want to buy the 3 stocks most above their 10 week MA and sell
short
> > the 3 stocks most below their 10 week MA.
> >
> >
> >
> > Is it possible?
> >
> > Steve
> >
>
------------------------------------
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|