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What about
filter = buy AND short;
Mike
--- In amibroker@xxxx, "Herman van den Bergen" <psytek@xxxx> wrote:
> Thanks Udo, that is more or less how I found my conflicting trade :-
)
>
> 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@xxxx
> 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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