but i dont know in advance what the scores will be.But on a given day say I have ten instruments and the relative pscores are all positive say numbered from 1 to 10, i will only have longs. How do i make it so that the lower ranked ones are shorted? Like 1-3. and long 8-10?
--- On Mon, 3/30/09, Ed Hoopes <[email protected]> wrote: From: Ed Hoopes <[email protected]> Subject: [amibroker] Re: rotational trading To: [email protected] Received: Monday, March 30, 2009, 1:08 PM Basically you set any scores you don't want to zero. Here is an example that I use: ScoreVal = IIf(HEMI > 1.00 AND RSIHi > RSILo , PScore , IIf(PScore > 0, PScore, 0.00 )) ; The IIF part is the key. Reef Break --- In amibro...@yahoogrou ps.com, jim fenster <normanjade@ ...> wrote: > > I have a positionscore that is all positive. The system is only entering > longs. I would like the lower rank of positive numbers to be shorted. How do > I do this? I tried the seperatelongandshor t but still only longs... > > Thanks, > > Jim > > > > > > > > > > > > > > > > > > > > ____________ _________ _________ _________ _________ _________ _ > Get a sneak peak at messages with a handy reading pane with All new Yahoo! > Mail: http://ca.promos. yahoo.com/ newmail/overview 2/ > __________________________________________________________________ Instant Messaging, free SMS, sharing photos and more... Try the new Yahoo! Canada Messenger at http://ca.beta.messenger.yahoo.com/
