Have a look at SetBacktestMode and see if that helps. http://www.amibroker.com/guide/afl/afl_view.php?id=350
Mike --- In [email protected], "Paolo Cavatore" <[EMAIL PROTECTED]> wrote: > > I've got an indicator which is giving buy/sell signals (ie. 0 > nothing, +1 buy 100 shares, +2 buy 200 shares, -3 sell 300 shares and > so forth). > > SigScaleIn/SigScaleOut variables don't seem to be able to manage > long/short positions properly. Let's say I'm long 400 shares and get > a -6 from my indicator. I should close the long position and open a > new short position for 200 shares. > > The code below is a draft of what I'm trying to achieve but there is > no way to let it work as it should. Any help is much appreciated. > > p > > > SetPositionSize( 100 * abs(Indicator), spsShares); > > DoScaleInBuy = Indicator > 0; > DoScaleOutBuy = Indicator < 0; > DoScaleInShort = Indicator < 0; > DoScaleOutShort = Indicator > 0; > > Buy = DoScaleInBuy * SigScaleIn + DoScaleOutBuy * SigScaleOut; > > Short = DoScaleInShort * SigScaleIn + DoScaleOutShort * SigScaleOut; > > Sell = Cover = 0; >
