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ahhh, now you hit the spot! That is what i was looking for!
The EOD system is actually used as a screen for Intraday trading, it
finds me the tickers and tells me which way to trade.
Thanks Mike, you saved the day :-)
herman
Mike wrote:
> 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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