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but what about Stops? Using you formula would not work if you use stops; you
can enter in the morning and be stopped out later during the day.
Herman.
-----Original Message-----
From: Udo.Harke@xxxx [mailto:Udo.Harke@x...]
Sent: Monday, July 15, 2002 4:03 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Overlapping trades in AB?
Hello Hermann,
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
long trades 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 color=3D#0000ff face=3DArial size=3D2><SPAN class=3D910333821-15=
072002>Thanks=20
Udo, that is more or less how I found my conflicting trade :-)=20
</SPAN></FONT></DIV>
<DIV><FONT color=3D#0000ff face=3DArial size=3D2><SPAN=20
class=3D910333821-15072002></SPAN></FONT> </DIV>
<DIV><FONT color=3D#0000ff face=3DArial size=3D2><SPAN class=3D910333821-15=
072002>but=20
what about Stops? Using you formula would not work if you use stops; you ca=
n=20
enter in the morning and be stopped out later during the=20
day.</SPAN></FONT></DIV>
<DIV> </DIV>
<DIV><FONT color=3D#0000ff face=3DArial size=3D2><SPAN=20
class=3D910333821-15072002>Herman.</SPAN></FONT></DIV>
<BLOCKQUOTE>
<DIV align=3Dleft class=3DOutlookMessageHeader dir=3Dltr><FONT face=3DTah=
oma=20
size=3D2>-----Original Message-----<BR><B>From:</B> Udo.Harke@xxxx=
=20
[mailto:Udo.Harke@x...]<BR><B>Sent:</B> Monday, July 15, 2002 4:03=
=20
PM<BR><B>To:</B> amibroker@xxxxxxxxxxxxxxx<BR><B>Subject:</B> Re: [amibro=
ker]=20
Overlapping trades in AB?<BR><BR></DIV></FONT>
<DIV><FONT face=3D"Courier New" size=3D2>Hello Hermann,</FONT></DIV>
<DIV><FONT face=3D"Courier New" size=3D2></FONT> </DIV>
<DIV><FONT face=3D"Courier New" size=3D2>quite often, a (complex) trading=
strategy=20
may produce conflicting signals on the very same day! In order to avoid t=
his,=20
I devised a <EM>very</EM> simple test based on set theory, which is rathe=
r=20
complicated to present in details. However, as mentioned before, the resu=
lt of=20
the theory is very simple and therefore try this:</FONT></DIV>
<DIV><FONT face=3D"Courier New" size=3D2></FONT> </DIV>
<DIV><FONT face=3D"Courier New" size=3D2>filter =3D buy <FONT=20
color=3D#ff0000>AND</FONT> sell;</FONT></DIV>
<DIV><FONT face=3D"Courier New" size=3D2></FONT> </DIV>
<DIV><FONT face=3D"Courier New" size=3D2>should produce <FONT=20
color=3D#ff0000>no</FONT> result by which I mean <EM>no</EM> stocks shoul=
d come=20
up on a list! Try this, maybe it helps!</FONT></DIV>
<DIV><FONT face=3D"Courier New" size=3D2></FONT> </DIV>
<DIV><FONT face=3D"Courier New" size=3D2>Regards,</FONT></DIV>
<DIV><FONT face=3D"Courier New" size=3D2></FONT> </DIV>
<DIV><FONT face=3D"Courier New" size=3D2>Udo</FONT></DIV>
<DIV><FONT face=3D"Courier New" size=3D2></FONT> </DIV>
<BLOCKQUOTE=20
style=3D"BORDER-LEFT: #000000 2px solid; MARGIN-LEFT: 5px; MARGIN-RIGHT: =
0px; PADDING-LEFT: 5px; PADDING-RIGHT: 0px">
<DIV style=3D"FONT: 10pt arial">-----Urspr=FCngliche Nachricht----- </D=
IV>
<DIV=20
style=3D"BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>V=
on:</B>=20
<A href=3D"mailto:psytek@xxxx"; title=3Dpsytek@xxxx>Herman v=
an den=20
Bergen</A> </DIV>
<DIV style=3D"FONT: 10pt arial"><B>An:</B> <A=20
href=3D"mailto:amibroker@xxxxxxxxxxxxxxx"=20
title=3Damibroker@xxxxxxxxxxxxxxx>AmiBroker</A> </DIV>
<DIV style=3D"FONT: 10pt arial"><B>Gesendet:</B> Montag, den 15. Juli 2=
002=20
20:10 Uhr</DIV>
<DIV style=3D"FONT: 10pt arial"><B>Betreff:</B> [amibroker] Overlapping=
trades=20
in AB?</DIV>
<DIV><BR></DIV>
<P><FONT size=3D2>Hello,<BR><BR>Is it normal for trades to overlap?&nbs=
p;I=20
found my first ever overlapping trade :-)<BR>If so, does this mean one =
could=20
run two independent systems, one for long trades and one for long trade=
s,=20
while maintaing a single equity? Doesn't make much sense...<BR><BR><IMG=
=20
align=3Dbaseline alt=3D"" border=3D0 hspace=3D0=20
src=3D"cid:910333821@xxxx";><IMG align=3Dbaseline alt=3D"" bord=
er=3D0=20
hspace=3D0 src=3D"cid:910333821@xxxx";></FONT></P>
<P><FONT face=3DArial size=3D2>In the captures note that both the Long =
and Short=20
trades start at 11/2/00.<BR></FONT><FONT face=3DArial size=3D2>The Long=
exits at=20
11/6 and the Short exits on 11/7<BR>They overlap from 11/2 to 11/6 and =
both=20
declare a profit (or loss).</FONT></P>
<P><FONT face=3DArial size=3D2>How do I deal with this??</FONT></P>
<P><FONT face=3DArial size=3D2>Thanks and best regards,</FONT></P>
<P><FONT face=3DArial size=3D2>Herman.</FONT></P>
<P> </P>
<P><FONT face=3DArial size=3D2></FONT> </P>
<P><FONT face=3DArial size=3D2><BR> </P></FONT>
<P> </P>
<P> </P><BR><BR><TT>Your use of Yahoo! Groups is subject to the <A=
=20
href=3D"http://docs.yahoo.com/info/terms/";>Yahoo! Terms of Service</A>.=
</TT>=20
<BR></BLOCKQUOTE><BR><BR><TT>Your=20
use of Yahoo! Groups is subject to the <A=20
href=3D"http://docs.yahoo.com/info/terms/";>Yahoo! Terms of Service</A>.</=
TT>=20
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