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quite often, a (complex) trading strategy may produce conflicting signals on the very same day! In order to avoid this, I devised a very simple test based on set theory, which is rather complicated to present in details. However, as mentioned before, the result of the theory is very simple and therefore try this:
filter = buy AND sell;
should produce no result by which I mean no stocks should come up on a list! Try this, maybe it helps!
Regards,
Udo
-----Ursprüngliche Nachricht-----
Von: Herman van den Bergen
An: AmiBroker
Gesendet: Montag, den 15. Juli 2002 20:10 Uhr
Betreff: [amibroker] Overlapping trades in AB?
Hello,
Is it normal for trades to overlap? I found my first ever overlapping trade :-)
If so, does this mean one could run two independent systems, one for longtrades and one for long trades, while maintaing a single equity? Doesn't make much sense...
In the captures note that both the Long and Short trades start at 11/2/00.
The Long exits at 11/6 and the Short exits on 11/7
They overlap from 11/2 to 11/6 and both declare a profit (or loss).
How do I deal with this??
Thanks and best regards,
Herman.
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<DIV><FONT face="Courier New" size=2>Hello Hermann,</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>quite often, a (complex) trading strategy
may produce conflicting signals on the very same day! In order to avoid this, I
devised a <EM>very</EM> simple test based on set theory, which is rather
complicated to present in details. However, as mentioned before, the resultof
the theory is very simple and therefore try this:</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>filter = buy <FONT color=#ff0000>AND</FONT>
sell;</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>should produce <FONT
color=#ff0000>no</FONT> result by which I mean <EM>no</EM> stocks should come up
on a list! Try this, maybe it helps!</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>Regards,</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>Udo</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<BLOCKQUOTE
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
<DIV style="FONT: 10pt arial">-----Ursprüngliche Nachricht----- </DIV>
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>Von:</B>
<A title=psytek@xxxx href="mailto:psytek@xxxx";>Herman vanden
Bergen</A> </DIV>
<DIV style="FONT: 10pt arial"><B>An:</B> <A title=amibroker@xxxxxxxxxx
href="mailto:amibroker@xxxxxxxxxxxxxxx";>AmiBroker</A> </DIV>
<DIV style="FONT: 10pt arial"><B>Gesendet:</B> Montag, den 15. Juli 2002 20:10
Uhr</DIV>
<DIV style="FONT: 10pt arial"><B>Betreff:</B> [amibroker] Overlapping trades
in AB?</DIV>
<DIV><BR></DIV>
<P><FONT size=2>Hello,<BR><BR>Is it normal for trades to overlap? I found
my first ever overlapping trade :-)<BR>If so, does this mean one could run two
independent systems, one for long trades and one for long trades, while
maintaing a single equity? Doesn't make much sense...<BR><BR><IMG alt=""
hspace=0 src="cid:007501c22c3a$924f6fc0$0100007f@xxxx"; align=baseline
border=0><IMG alt="" hspace=0
src="cid:007601c22c3a$924f6fc0$0100007f@xxxx"; align=baseline
border=0></FONT></P>
<P><FONT face=Arial size=2>In the captures note that both the Long and Short
trades start at 11/2/00.<BR></FONT><FONT face=Arial size=2>The Long exits at
11/6 and the Short exits on 11/7<BR>They overlap from 11/2 to 11/6 and both
declare a profit (or loss).</FONT></P>
<P><FONT face=Arial size=2>How do I deal with this??</FONT></P>
<P><FONT face=Arial size=2>Thanks and best regards,</FONT></P>
<P><FONT face=Arial size=2>Herman.</FONT></P>
<P> </P>
<P><FONT face=Arial size=2></FONT> </P>
<P><FONT face=Arial size=2><BR> </P></FONT>
<P> </P>
<P> </P><BR><BR><TT>Your
use of Yahoo! Groups is subject to the <A
href="http://docs.yahoo.com/info/terms/";>Yahoo! Terms of Service</A>.</TT>
<BR></BLOCKQUOTE></BODY></HTML>
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