Thanks for the clues. Using a simple PositionScore like: C-MA(C,21)
Amibroker automatically chooses long or short irrespsective of whether 'Positions' is set to 'Long' or 'Long and Short'. It rotationally trades depending on the absolute value of the PositionScore. So it will close a long position with a current score of +0.8 to sell short a position with a score of -0.9. So far, so excellent. Currently, 9 of my 10 stocks are below the MA so Amibroker is holding all short positions. Is there a way to insist on, say, 3 long positions (if available) and 3 short positions? Steve --- In [email protected], "droskill" <[EMAIL PROTECTED]> wrote: > > Yes, it is possible - you need to: > > 1. Make sure, in settings, that you enable both long and short trades. > 2. Figure out how to apply a negative score to the equities you wish > to short. > > So, you might do it based on distance from the 10 week moving average, > with those stocks that are below a 10 week moving average having > negative scores. > > --- In [email protected], "steve_almond" <me@> wrote: > > > > Is it possible to combine long/short in rotational trading? > > > > Assume a universe of just 10 stocks. > > > > Case 1: > > I want to buy stocks above their 10 week MA and sell short those below > > their 10 week MA. This may not require rotational trading - just > > buy/short? > > > > Case 2: > > I want to buy the 3 stocks most above their 10 week MA and sell short > > the 3 stocks most below their 10 week MA. > > > > > > > > Is it possible? > > > > Steve > > >
