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The following is from Herman van den Bergen's trading system
development tutorial which can be accessed from Amibroker's support
page. My question does not relate to the system (which he suggests
not be traded). Rather, my question relates to the use of multiple
buy statements (the last of which is in a comment but he suggests
removing the // later). When Amibroker sees multiple buy (or sell,
etc) statements, how does it interpret them? Does it consider them
all with a subsequent statement modifying the result of the
previous? Does the order in which they are stated matter?
Also, I've read the help file description of the use of = and ==, but
still not clear when it is appropriate to use one rather than the
other.
Any help would be appreciated.
/*Smoothed Stochastic CCI*/
P =6;D=DateNum()>1000301;
Blevel =Optimize("BL",12,10,20,1);Slevel = Optimize("SL",70,70,90,1);
StOcci=100*(CCI(6)-LLV(CCI(6),14))/(HHV(CCI(6),14)-LLV(CCI(6),14));
stocci=MA(stocci,5);
Buy=Cross(STOCCI,BLEVEL);Sell= Cross(STOCCI, Slevel);
Buy=D*(Buy);Sell=D*Sell;Short = Sell;Cover = Buy;
Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);
Short=ExRem(Short,Cover);Cover=ExRem(Cover,Short);
E1=Equity();EM40=MA(E1,40);
XB=Flip(Buy,Sell);XS=Flip(Sell,Buy);
XSH=2*Flip(Short,Cover);XCO=2*Flip(Cover,Short);
XBSH=(XB+XSH);
XSXCO=(XS+XCO);
ASC=Cross(E1,EM40);DESC=Cross(EM40,E1);
// Buy=ASC*(XBSH==1);Sell=DESC*(XSXCO==1);
//Short=ASC*(XBSH==2);Cover=DESC*(XSXCO==2);
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