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I want to use a simple RS system, but back testing shows long AND short trades. How can I limit results to long trades only?
Thanks
EnableRotationalTrading();
SetOption("WorstRankHeld",5);
PosQty = 5;
SetOption("MaxOpenPositions", PosQty );
PositionSize = -100/PosQty;
PositionScore= (ROC(C,252));
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