Below is an example of what I'm talking about using the Rotation Example
in the Amibroker include directory.
--- In amibroker@yahoogroups.com, "burger4wimpy"
wrote:
>
> That didn't help. I'm trying to hold 2 positions. I had
PositionSize= -100/2. I changed it to PositionSize=-100 but now it on
That didn't help. I'm trying to hold 2 positions. I had PositionSize= -100/2.
I changed it to PositionSize=-100 but now it only buys 1 ETF at a time.
--- In amibroker@yahoogroups.com, "bistrader" wrote:
>
> My guess is that the equity curve is flat (holding no ETFs) when
> positionscore is l
My guess is that the equity curve is flat (holding no ETFs) when positionscore
is less than zero. Check you positionscores via exploration to see if this is
the case and then just add large number to positionscore, say 1, to make
all positive and run again.
--- In amibroker@yahoogroups.com
