Re: [amibroker] long only rotational

[Rick Osborn]

In the Automatic Analysis => Settings =>General Tab set Positions to Long (only)




________________________________
From: upsidetarget <digi...@nspro.com>
To: amibroker@yahoogroups.com
Sent: Saturday, August 22, 2009 10:09:59 AM
Subject: [amibroker] long only rotational

  
I want to use a simple RS system, but back testing shows long AND short trades. 
How can I limit results to long trades only?

Thanks

EnableRotationalTra ding(); 
SetOption("WorstRan kHeld",5) ; 
PosQty = 5;
SetOption("MaxOpenP ositions" , PosQty );
PositionSize = -100/PosQty;
PositionScore= (ROC(C,252)) ;