Re: [amibroker] Can positionsize be different for Buy and Short?
You can use an IIf statement PositionSize = IIf(Buy,LongPositionSize,ShortPositionSize); or use it inside a SetPositionSize() call as follows: SetPositionSize(IIf(Buy,LongPositionSize,ShortPositionSize),spsValue) Brenton David wrote: I have a long/short strategy. I calculate positionsize differently for the long an short entries. Do I handle this be placing two positionsize statements in my code, one before the Buy and another before the Short? Or does the backtester only use the last positionsize statement it sees in the code? Warm regards, David __ Information from ESET Smart Security, version of virus signature database 5183 (20100608) __ The message was checked by ESET Smart Security. http://www.eset.com __ Information from ESET Smart Security, version of virus signature database 5183 (20100608) __ The message was checked by ESET Smart Security. http://www.eset.com
Re: [amibroker] Can positionsize be different for Buy and Short?
Thanks, Brenton! Warm regards, David On Tue, Jun 8, 2010 at 11:37 PM, Brenton Hill bphill0...@yahoo.com.auwrote: You can use an IIf statement PositionSize = IIf(Buy,LongPositionSize,ShortPositionSize); or use it inside a SetPositionSize() call as follows: SetPositionSize(IIf(Buy,LongPositionSize,ShortPositionSize),spsValue) Brenton David wrote: I have a long/short strategy. I calculate positionsize differently for the long an short entries. Do I handle this be placing two positionsize statements in my code, one before the Buy and another before the Short? Or does the backtester only use the last positionsize statement it sees in the code? Warm regards, David __ Information from ESET Smart Security, version of virus signature database 5183 (20100608) __ The message was checked by ESET Smart Security. http://www.eset.com __ Information from ESET Smart Security, version of virus signature database 5183 (20100608) __ The message was checked by ESET Smart Security. http://www.eset.com
