great!!! thanks Ara ----- Original Message ----- From: "Steve Davis" <[EMAIL PROTECTED]> To: <amibroker@yahoogroups.com> Sent: Friday, November 14, 2008 10:06 AM Subject: [amibroker] Re: Balancing Long and Short positions in backtesting
> 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 **** >> >> 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 >> >> >> >> >> >> >> > >> > ------------------------------------ >> > >> > **** 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 >> > >> > >> > >> > > > > ------------------------------------ > > **** 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 > > >