[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Re: rotational trading



PureBytes Links

Trading Reference Links

but i dont know in advance what the scores will be.But on a given day say I have ten instruments and the relative pscores are all positive say numbered from 1 to 10, i will only have longs. How do i make it so that the lower  ranked ones are shorted? Like 1-3. and long 8-10?

--- On Mon, 3/30/09, Ed Hoopes <reefbreak_sd@xxxxxxxxx> wrote:

From: Ed Hoopes <reefbreak_sd@xxxxxxxxx>
Subject: [amibroker] Re: rotational trading
To: amibroker@xxxxxxxxxxxxxxx
Received: Monday, March 30, 2009, 1:08 PM

Basically you set any scores you don't want to zero.

Here is an example that I use:

ScoreVal = IIf(HEMI > 1.00 AND RSIHi > RSILo , PScore , IIf(PScore > 0, PScore, 0.00 )) ;

The IIF part is the key.

Reef Break

--- In amibroker@xxxxxxxxx ps.com, jim fenster <normanjade@ ...> wrote:
>
> I have a positionscore that is all positive. The system is only entering longs. I would like the lower rank of positive numbers to be shorted. How do I do this? I tried the seperatelongandshor t but still only longs...
>
> Thanks,
>
> Jim
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
> ____________ _________ _________ _________ _________ _________ _
> Get a sneak peak at messages with a handy reading pane with All new Yahoo! Mail: http://ca.promos. yahoo.com/ newmail/overview 2/
>



Now with a new friend-happy design! Try the new Yahoo! Canada Messenger

__._,_.___


**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/





Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___