I'm trying to use this type of code to implement a system that will
purchase both short and long positions from a watch list simultaneously.
SetOption("MaxOpenLong", possize/2);
SetOption("MaxOpenshort", possize/2);
SetOption("SeparateLongShortRank", True );
I've read through the user's manual, specifically:
"If your position score is NOT symetrical, this may mean that you are
not getting desired top-ranked signals from one side. Therefore, to
fully utilise MaxOpenLong and MaxOpenShort in rotational balanced
("market neutral") long/short systems it is desired to perform
SEPARATE ranking for long signals and short signals. To enable
separate long/short ranking use: SetOption("SeparateLongShortRank",
True );"
My question is how does one designate the different position scoring
as all there appears to be is a single option (i.e. PositionScore).
I want to score the shorts and longs differently. Is there a
"PositionScoreLong" and a "PositionScoreShort"?
Anyway...
1) How can I score the shorts and longs differently?
2) Tomasz...in the next update could you implement something like I
suggested above? It would make long/short systems much easier and
more clear for those of us who aren't programming experts
