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[amibroker] AFL for weighted signal system


  • Date: Wed, 10 Feb 2010 23:38:41 -0000
  • From: "daniel.krizian" <daniel.krizian@xxxxxxxxx>
  • Subject: [amibroker] AFL for weighted signal system

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Dear Amibrokers,

a beginner question:

I have for example trading rule to invest 50% of the portfolio equity in a certain ticker when Close  > MA(100 days) and invest another 50% when Close > MA(200 days)
Both signals are cumulative, so I may be in the market either 0%, 50% or 100%, depending on which MA have Close price just crossed.

How would you write AFL code for this kind of system with weighted cumulative signals? I suspect it has something to do with positionsize.

Many thanks for advice!

Daniel



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