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--- In amibroker@xxxx, "bvandyke" <bvandyke@xxxx> wrote:
> Hello all,
>
> As a new user, i'm struggling with the following task: The fund
RYOCX
> attempts to track the Nasdaq 100 and the fund RYAIX attempts to
> perform the opposite of the Nasdaq 100. Hence, one fund
essentially
> goes long on the Nasdaq100 and the other (RYAIX) simulates shorts.
> One can only go long in either fund (shorting not allowed with
either
> fund).
>
> However, i'd like a system that would do the following:
> I do NOT want to be in both funds at the same time. If my trading
> system tells me to get into the RYOCX, for example, then when it
> tells me to exit, i want to go into the RYAIX. When i then get a
> signal to exit the RYAIX, i want to go back into the RYOCX.
>
> In effect this strategy is to try and both Long and Short the
Nasdaq
> 100 using these 2 mutual funds as i described. I'm wondering if i
> can do what i've described and see the overall results of the Fund
> switching system in AB?
>
> Any help would be most appreciated. Thank you.
>
> Bill
Sure, I use these funds exclusively. Since they are essentially one
fund, set up your system with OTC and in the settings use LONG AND
SHORT (since buying Arktos is the same as shorting OTC). Ami will
give results for going long OTC and short OTC (Arktos). Alas, there
is slippage so your results may differ.
dale b
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