Hi everyone,
I recently purchased and doing some basics to familiarize myself with the system.
period = 20; // n bars
PostionSize=-10; // 10% of Portfolio equity
SetOption("MaxOpenPositions",10); //set max number of open position to 10
ChannelBreakUp = Close > Ref( HHV( High, period ), -1 ); //Close is higher than yesterday's HHV
ChannelBreakDown = Close < Ref( LLV( Low, period ), -1 ); //Close is lower than yesterday's LLV
Buy = ChannelBreakUp;
Sell = ChannelBreakDown;
I noticed two things:
1.) Position exposure is the full portfolio equity
2.) There is only one position open at any time
What am I doing wrong?
Thanks,
Arpad