How to run SetBacktestMode( backtestRotational ) for short trades instead of long ones?

0 votes
Hi!

I would like to run a system inverse to the long rotational common one. A system than depending of the ranking, enters short positions instead on buying. Any idea of the afl?

Thank you!
asked May 27, 2017 in AmiBroker by Baronetti

2 Answers

0 votes
For entering short trades only -> PositionsScore has to be always negative. This is ensure by adding a large negative number. For example

PositionScore = -10000 + ROC( C, 252 );
answered May 27, 2017 by fxshrat (1,200 points)
edited May 27, 2017 by fxshrat
0 votes

Quote from the manual:

http://www.amibroker.com/guide/afl/enablerotationaltrading.html

The score (PositionScore) for all securities is calculated first. Then all scores are sorted according to absolute value of PositionScore. [...]The score has the following meaning:

  • higher positive score means better candidate for entering long trade
  • lower negative score means better candidate for entering short trade

So just make the PositionScore LESS than zero. That is all you need to do.

answered May 27, 2017 by admin (9,260 points)
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