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[amibroker] Re: trading 1short + 1 long position per day


  • Date: Fri, 04 Dec 2009 11:34:17 -0000
  • From: "Mike" <sfclimbers@xxxxxxxxx>
  • Subject: [amibroker] Re: trading 1short + 1 long position per day

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Herman,

Is it safe to say that you were wanting to trade intra day?

If you were willing to go with end of day, then I think that you could accomplish your single long/single short via SetOption with MaxOpenPositions = 2, MaxOpenLong = 1, MaxOpenShort = 1 and letting the default backtester sort out the signals based on PositionScore.

Mike



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