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Thanks. That looks like the answer.
Happy coincidence that the Beta has just been published!
Steve
--- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@xxx> wrote:
>
> Yes, as of beta version 5.11.0, there are new AFL calls:
>
> http://www.amibroker.com/devlog/wp-
content/uploads/2008/06/readme5111.html
>
> Two cool tools in this release:
>
> - The ability to have different ranking criteria for longs vs.
shorts
>
> - The ability to determine the number of long and short positions -
> read the docs for more info, but here's a summary from the release
notes:
>
> MaxOpenLong - limits the number of LONG positions that can be open
> simultaneously
> MaxOpenShort - limits the number of SHORT positions that can be open
> simultaneously
>
> Example:
> SetOption("MaxOpenPositions", 15 );
> SetOption("MaxOpenLong", 11 );
> SetOption("MaxOpenShort", 7 );
>
> --- In amibroker@xxxxxxxxxxxxxxx, "steve_almond" <me@> wrote:
> >
> > 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@> 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
> > > >
> > >
> >
>
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