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Hi,
Can you clarify what you mean by "These two do not work independantly of each other"?
Will you ever have a scenario where you would simultaneously generate both a Buy and a Short on the same bar? If not, you could try something like the following:
Buy = ...
BuyPrice = ...
Short = ...
ShortPrice = ...
PositionSize = IIF(Buy, (Risk/(BuyPrice - InitialStop))*BuyPrice, (Risk/(ShortPrice + initialStop))*ShortPrice);
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "bradleybeams@xxx" <bradleybeams@xxx> wrote:
>
> Im currently designing a system which can go both long and short
>
> For the thread sake lets say the code is
>
> PositionSize = (Risk/(BuyPrice - InitialStop))*BuyPrice
>
> This works fine on LONG positions
>
> But when going short i need
>
> PositionSize = (Risk/(ShortPrice + initialStop))*ShortPrice
>
> These two do not work independantly of each other, so sometimes i get weird buys like 4-5 shares and sometimes it is a normal amount
>
> Is there a way to seperate these two?
>
> Like PositionSizeLong = And PositionSizeShort =
>
> Or soemthing along those lines
>
> Cheers
> Brad
>
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