Yes the mode parameter should be spsPercentOfEquity. Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "dmcleod1981" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Thursday, February 14, 2008 2:41 AM Subject: [amibroker] Re: Rotational Trading - Questions
> Tomasz, thank you that is great. If I can just confirm I am using this > correctly I got an error in the format due to the function was missing > the in percent of equity so it should read SetPositionSize( IIF( index > < MA( index, 50 ), 12.5, 25 ),2); correct? > > Thanks > DM > > --- In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: >> >> Yes, >> >> index = Foreign("!NDX", "C"); >> >> Assumming you have 4 open positions (25 of equity) >> >> SetPositionSize( IIF( index < MA( index, 50 ), 12.5, 25 ); // use > 12.5% of equity if market is below 50 day average, otherwise 25% >> >> Best regards, >> Tomasz Janeczko >> amibroker.com >> ----- Original Message ----- >> From: "dmcleod1981" <[EMAIL PROTECTED]> >> To: <[email protected]> >> Sent: Wednesday, February 13, 2008 3:10 AM >> Subject: [amibroker] Rotational Trading - Questions >> >> >> > In a rotational trading system is there a way to cut position sizes >> > down if a certain condition is true. A simple example can you cut the >> > position size in half if the market is under its 50 day moving >> > average? I tried using an iif statement but couldn't get it to work. >> > >> > Also, I have been searching the archives for a post that described how >> > to combine the signals of different systems into one then back test >> > that as a single portfolio. If anyone remembers the thread name or has >> > that thread marked I would love to review that information. >> > >> > Thanks >> > DM >> > >> > >> > >> > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: >> > http://www.amibroker.com/devlog/ >> > >> > For other support material please check also: >> > http://www.amibroker.com/support.html >> > >> > Yahoo! Groups Links >> > >> > >> > >> > > > > > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > > Yahoo! Groups Links > > >
