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great!!! thanks
Ara
----- Original Message -----
From: "Steve Davis" <_sdavis@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, November 14, 2008 10:06 AM
Subject: [amibroker] Re: Balancing Long and Short positions in backtesting
> You cannot change the value of the SeparateLongShortRank on each bar,
> but you can do this:
>
> Short = Short && !uptrend;
> Buy = Buy && !downtrend;
>
> The number of allowed positions is controlled by these options:
> SetOption("MaxOpenPositions", 15);
> SetOption("MaxOpenLong", 11);
> SetOption("MaxOpenShort", 7);
>
> -Steve
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxx> wrote:
>>
>> 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@xxx>
>> 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@xxx>
>> > 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:
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>> >>
>> >> For other support material please check also:
>> >> http://www.amibroker.com/support.html
>> >>
>> >> *********************************
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>> >>
>> >>
>> >>
>> >
>> > ------------------------------------
>> >
>> > **** 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
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