Re: [amibroker] long only rotational

[Rick Osborn <ricko@xxxxxxxxxx>]

In the Automatic Analysis => Settings =>General Tab set Positions to Long (only)

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From: upsidetarget <digimax@xxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, August 22, 2009 10:09:59 AM
Subject: [amibroker] long only rotational

 

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

EnableRotationalTra ding();
SetOption("WorstRan kHeld",5) ;
PosQty = 5;
SetOption("MaxOpenP ositions" , PosQty );
PositionSize = -100/PosQty;
PositionScore= (ROC(C,252)) ;

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