Re: [amibroker] long only rotational

[Tomasz Janeczko]

Or make sure that score is positive only:

PositionScore= Max( 0, (ROC(C,252)) );

Best regards,
Tomasz Janeczko
amibroker.com
  ----- Original Message ----- 
  From: Rick Osborn 
  To: amibroker@yahoogroups.com 
  Sent: Sunday, August 23, 2009 6:31 AM
  Subject: Re: [amibroker] long only rotational






  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)) ;