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PureBytes Links
Trading Reference Links
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1. Use Custom Backtester.
2. Buy = 1,
so that you get a signal for every stock.
3. At each bar(week/month), check open positions, handle them as you wish.
Iterate through the signals, they will be ranked by position score.
Enter long trade for the top N signals, Enter Short trade for bot N signals (depending on how you handled the open positions).
On Tue, Mar 31, 2009 at 7:54 AM, jim fenster <normanjade@xxxxxxxxx> wrote:
I am unable to program this thing to take equal amounts of shorts and longs because the sometimes the positionscore is all positive other times all negative etc. I can make them happen individually by adding or subtracting a large amount to the positionscore.
So if I make a system to take only longs and then a system that takes only shorts, can i somehow combine them so i can see the results combined?
jim
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