Hello,
See the manual, it discusses these options.
http://www.amibroker.com/guide/afl/afl_view.php?setoption
There is one positionscore but POSITIVE value means long and NEGATIVE
value means short
as in normal rotational mode.
The key to understanding is that RANKING is performed SEPARATELY for
positive values and SEPARATELY for negative values.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-04-28 18:56, bistrader wrote:
> Interesting. Have not used. I read, but do not totally understand. For
> example, I can not find PositionScoreShort and PositionScoreLong. Does
> anyone have a short and simple afl example?
>
> --- In amibroker@yahoogroups.com, "re_rowland"<rowl...@...> wrote:
>
>>
>> Yes, look into:
>> SeparateLongShortRank, MaxOpenLong, MaxOpenShort
>>
>> --- In amibroker@yahoogroups.com, "Chris DePuy"<cdepuy@> wrote:
>>
>>> Using rotational trading, does anyone know an easy way to buy the top 10%
>>> of scores and short the bottom 10% of scores generated at each bar?
>>>
>>>
>>
>
>
>
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