Re: [amibroker] long only rotational

["Tomasz Janeczko" <groups@xxxxxxxxxxxxx>]

Or make sure that score is positive only:

 

PositionScore= Max( 0, (ROC(C,252)) );

Best regards,
Tomasz Janeczko
amibroker.com

----- Original Message -----

From: Rick Osborn

To: amibroker@xxxxxxxxxxxxxxx

Sent: Sunday, August 23, 2009 6:31 AM

Subject: Re: [amibroker] long only rotational

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

---

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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