You cannot change the value of the SeparateLongShortRank on each bar,
but you can do this:
Short = Short && !uptrend;
Buy = Buy && !downtrend;
The number of allowed positions is controlled by these options:
SetOption("MaxOpenPositions", 15);
SetOption("MaxOpenLong", 11);
SetOption("MaxOpenShort", 7);
-Steve
--- In amibroker@yahoogroups.com, "Ara Kaloustian" <[EMAIL PROTECTED]> wrote:
>
> If I use SetOption("SeparateLongShortRank", True );
>
> Can I use it to have neutral trading ONLY at selected times? (NOT
ROTATIONAL
> TRADING)
>
> Example:
> If I inhibit all short signals during an Uptrend, Allow both short
and long
> signals in sideways markets and allow only short signals in down
trend, will
> the system wotk properly or limit itself to filling only ONE long
position
> during an UP trend while waiting for a short signals?
>
> Thanks
>
> Ara
>
>
> ----- Original Message -----
> From: "Tomasz Janeczko" <[EMAIL PROTECTED]>
> To: <amibroker@yahoogroups.com>
> Sent: Wednesday, November 12, 2008 9:37 AM
> Subject: Re: [amibroker] Balancing Long and Short positions in
backtesting
>
>
> > Did you read what's new
> > http://www.amibroker.com/guide/whatsnew.html
> >
> > Second item from the list leads you to:
> > http://www.amibroker.com/guide/h_portfolio.html#NEUTRAL
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: "chapman49682" <[EMAIL PROTECTED]>
> > To: <amibroker@yahoogroups.com>
> > Sent: Wednesday, November 12, 2008 4:54 PM
> > Subject: [amibroker] Balancing Long and Short positions in backtesting
> >
> >
> >>I have searched the database and cannot seem to find information on
> >> this topic:
> >>
> >> I have a strategy that trades swing positions both long and short. I
> >> would like to limit the number of positions in each direction, so
that
> >> I don't end up with, say, all Short positions in a down-trending
> >> market, or all Long positions in a bull market.
> >>
> >> In other words, for the purposes of backtesting, for a "maximum open
> >> positions" of 10, I'd like to limit my long positions to 5 and short
> >> positions to 5.
> >>
> >> Is there a way to do this?
> >>
> >> thanks, Rob
> >>
> >>
> >> ------------------------------------
> >>
> >> **** IMPORTANT ****
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> >> This is *NOT* technical support channel.
> >>
> >> *********************
> >> TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail
directly to
> >> SUPPORT {at} amibroker.com
> >> *********************
> >>
> >> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> >> http://www.amibroker.com/devlog/
> >>
> >> For other support material please check also:
> >> http://www.amibroker.com/support.html
> >>
> >> *********************************
> >> Yahoo! Groups Links
> >>
> >>
> >>
> >
> > ------------------------------------
> >
> > **** IMPORTANT ****
> > This group is for the discussion between users only.
> > This is *NOT* technical support channel.
> >
> > *********************
> > TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail
directly to
> > SUPPORT {at} amibroker.com
> > *********************
> >
> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> > *********************************
> > Yahoo! Groups Links
> >
> >
> >
>
