|
PureBytes Links
Trading Reference Links
|
If I use SetOption("SeparateLongShortRank", True );
Can I use it to have neutral trading ONLY at selected times? (NOT ROTATIONAL
TRADING)
Example:
If I inhibit all short signals during an Uptrend, Allow both short and long
signals in sideways markets and allow only short signals in down trend, will
the system wotk properly or limit itself to filling only ONE long position
during an UP trend while waiting for a short signals?
Thanks
Ara
----- Original Message -----
From: "Tomasz Janeczko" <groups@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, November 12, 2008 9:37 AM
Subject: Re: [amibroker] Balancing Long and Short positions in backtesting
> Did you read what's new
> http://www.amibroker.com/guide/whatsnew.html
>
> Second item from the list leads you to:
> http://www.amibroker.com/guide/h_portfolio.html#NEUTRAL
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "chapman49682" <chapman49682@xxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Wednesday, November 12, 2008 4:54 PM
> Subject: [amibroker] Balancing Long and Short positions in backtesting
>
>
>>I have searched the database and cannot seem to find information on
>> this topic:
>>
>> I have a strategy that trades swing positions both long and short. I
>> would like to limit the number of positions in each direction, so that
>> I don't end up with, say, all Short positions in a down-trending
>> market, or all Long positions in a bull market.
>>
>> In other words, for the purposes of backtesting, for a "maximum open
>> positions" of 10, I'd like to limit my long positions to 5 and short
>> positions to 5.
>>
>> Is there a way to do this?
>>
>> thanks, Rob
>>
>>
>> ------------------------------------
>>
>> **** IMPORTANT ****
>> This group is for the discussion between users only.
>> This is *NOT* technical support channel.
>>
>> *********************
>> TO GET TECHNICAL 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
>>
>>
>>
>
> ------------------------------------
>
> **** IMPORTANT ****
> This group is for the discussion between users only.
> This is *NOT* technical support channel.
>
> *********************
> TO GET TECHNICAL 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
>
>
>
------------------------------------
**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
*********************
TO GET TECHNICAL 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/
|