|
PureBytes Links
Trading Reference Links
|
short and long positions are all counted as open positions.
If you want QQQ to be separate and use 100% of equity then use it in a
separate bactest to the other stocks. If you ahve only one long
position open then because 100% equity is not available to QQQQ it
will not trade
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm
On 12/25/05, Werner <WKRAG@xxxxxxxxxxx> wrote:
> Hi there,
>
> the following is my backtest for trading a portfolio of 10 stocks
> according to some BUY and SELL rules. Thanks to Yuki, Fred and Graham,
> I have figured out how to do this now.
>
> SetOption ("MaxOpenPositions", 10);
>
> PositionSize = -100 / 10 ; // trade a portfolio of 10 stocks
> PositionScore = C; // prefer the highest priced stocks
>
> Buy = MyBuyConditions;
> Sell = MySellConditions;
>
> Short = MyShortConditions AND Name() == "QQQQ";
> Cover = Buy;
>
> For going SHORT, I want to trade the QQQQ only, but with FULL equity.
> Unfortunately, I can not figure out, how to reset Positionsize. It
> always trades only 10% of equity (which is correct for going LONG, 10%
> of equity for 1 stock). But for going SHORT I want to trade the FULL
> equity with the QQQQ (just 1 position). How do I reset POSITIONSIZE ?
>
> Thanks for any suggestions.
>
> Werner
>
>
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Try Online Currency Trading with GFT. Free 50K Demo. Trade
24 Hours. Commission-Free.
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~->
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|