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Mutual Funds can not be shorted, however there are those funds for
example that track SPX, NDX, RUT etc. either at beta 1 or 2 or
somewhere in between and there are other funds that track the INVERSE
of those indices so rather than buy and short this you have buy this
switch to that. The same could be said for other types of funds i.e.
Junk Bonds etc.
--- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx> wrote:
> Could you define "pairs trading" please?
>
> Thx!
>
> d
>
> -----Original Message-----
> From: Fred [mailto:fctonetti@x...]
> Sent: Friday, April 18, 2003 3:08 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Dynamic Indicators Poll -- VOTE AGAIN,
PLEASE
>
>
> Yes. I know. See my previous post, but for example I don't want to
> have to write my own Stdev routine for variable periods where it
> would require a For loop or a script to get it done. As I've said
> before, IMHO the best thing about AB today is it's speed and the
LAST
> thing I want to do is slow it down w/For loops if I don't have to.
> The best thing about the future of AB is of course the support &
> potential enhancements and I'll be happy to take the latter in
> whatever order Tomasz thinks best with my own personal preference
at
> the moment being the fixing of position size transactions being
> automatically limited to total available cash followed by some
other
> aspects of portfolio trading i.e. pairs and ranking etc.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx>
> wrote:
> > Fred,
> > take a look at
> >
> > per=10+Cum(1)%20;//variable period from 10 to 29
> > StochKa=MA(100*(C-LLV(L,per))/(HHV(H,per)-LLV(L,per)),3);
> > StochDa=MA(MA(100*(C-LLV(L,per))/(HHV(H,per)-LLV(L,per)),3),3);
> > Plot(StochDa,"",1,1);Plot(StochD(),"",4,8);
> >
> > for example.
> > DT
> > --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> > > Tomasz,
> > >
> > > I agree completely that these are two different areas ... to me
> > they
> > > are both important with (1) being higher priority then (2) ...
> > >
> > > With regards to (1) and more specifically those functions like
> ATR
> > > that require multiple arrays ... I understand and in the case
of
> > ATR
> > > I'm not sure I care if this is even dealt with as again it's
> simple
> > > enough like my example w/MACD to create ones own ATR with a
> Foreign
> > > symbol using straight AFL.
> > >
> > > In the case of a stochastic though it's clearly valid to
> calculate
> > it
> > > as
> > >
> > > 100 * (C - LLV(C, n)) / (HHV(C, n) - LLV(C, n))
> > >
> > > as opposed to using highs and lows. However here again I'm not
> > sure
> > > I care as it's easy enough to do these in straight AFL with n
> being
> > > time variant since HHV and LLV are already have the capability
of
> > > being time variant.
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
> > <amibroker@xxxx>
> > > wrote:
> > > > Hello,
> > > >
> > > > As I mentioned in the other post of mine there are
> > > > TWO INDEPENDENT areas:
> > > >
> > > > 1. Make input data array available for functions like RSI
> > > > 2. Make second argument (period) accept array too (variable
> > period).
> > > >
> > > > Somehow people mix those 2 areas.
> > > >
> > > > Fred speaks that he wants all functions to cover at least
> > > > area (1).
> > > >
> > > > The posts of Mark refer to area (2).
> > > >
> > > > Let me show you example:
> > > >
> > > > RSI( period ) - this function has no input data array (uses
> CLOSE
> > > array
> > > > indirectly) and accepts static period
> > > >
> > > > (1) RSIa( ARRAY, period ) - this function accepts input data
> > array
> > > but accepts
> > > > only static period
> > > >
> > > > (2) RSIa( ARRAY, dynamic_period ) - this function accepts
> input
> > > data array
> > > > and accepts both static and dynamic_period.
> > > > (NOTE: Current version of AB does NOT support this
> RSIa 'flavour'
> > > yet)
> > > >
> > > >
> > > > As to (1): implementation of this is relatively easy.
> > > > There is one caveat however: many analytical functions
> > > > in fact use MORE than one input array. For example
Stochastics
> use
> > > > Close, Open and High arrays as inputs.
> > > > ATR too needs OHLC, not only close.
> > > >
> > > > As to (2): not every function is suitable for this kind of
> > > operation. Although
> > > > theoretically it is possible to rewrite every function to
> accept
> > > such 'variable
> > > > periods' the practice shows that transformations that are
> > recurrent
> > > in nature
> > > > (exponential averages for example) are extremely 'sensitive'
if
> > > parameter(s)
> > > > change to fast. A kind of "frequency modulation" effect
appears
> > > that may produce
> > > > distortions therefore one should be careful working with
> adaptive
> > > systems
> > > > using recurrency-based transformations.
> > > >
> > > > Best regards,
> > > > Tomasz Janeczko
> > > > amibroker.com
> > > > ----- Original Message -----
> > > > From: <uenal.mutlu@xxxx>
> > > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > > Sent: Friday, April 18, 2003 5:28 PM
> > > > Subject: Re: [amibroker] Dynamic Indicators Poll -- VOTE
AGAIN,
> > > PLEASE
> > > >
> > > >
> > > > > And IMHO also
> > > > > LINEARREG, LINREGSLOPE, TSF
> > > > > should be removed from your list. Please
> > > > > check the remaining too... Test it in AFL editor (it will
> > inform
> > > you
> > > > > via a small hint window about the params after you type the
> > > opening brace).
> > > > > UM
> > > > >
> > > > > ----- Original Message -----
> > > > > From: <uenal.mutlu@xxxx>
> > > > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > > > Sent: Friday, April 18, 2003 5:21 PM
> > > > > Subject: Re: [amibroker] Dynamic Indicators Poll -- VOTE
> AGAIN,
> > > PLEASE
> > > > >
> > > > >
> > > > > > Hi mark,
> > > > > > can you clarify BBANDBOT and BBANDTOP;
> > > > > > IMHO they both already do accept user defined arguments
> > > > > > for all the 3 possible parameters to them.
> > > > > > UM
> > > > > >
> > > > > >
> > > > > > ----- Original Message -----
> > > > > > From: "markf2" <feierstein@xxxx>
> > > > > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > > > > Sent: Friday, April 18, 2003 4:03 PM
> > > > > > Subject: [amibroker] Dynamic Indicators Poll -- VOTE
AGAIN,
> > > PLEASE
> > > > > >
> > > > > >
> > > > > > > In Message 38132, Tomasz pointed out that HHV, LLV,
> > HHVBars,
> > > LLVBars,
> > > > > > > DEMA, TEMA, MA, WMA, REF, and SUM already work with
> dynamic
> > > > > > > parameters. When I updated the poll to reflect this,
ALL
> > > votes were
> > > > > > > lost so please vote again if you're still interested,
LOL.
> > > > > > >
> > > > > > > http://groups.yahoo.com/group/amibroker/surveys?
id=1071266
> > > > > > >
> > > > > > > I apologize for the confusion. The fact that the above
> > > indicators and
> > > > > > > functions accept dynamic parameters was reflected in
> > release
> > > notes but
> > > > > > > not in the 4.30 users guide that I used to make the
> poll.
> > > The fact
> > > > > > > that so many of you voted for them shows you didn't
know
> > > either, and
> > > > > > > I've asked Tomasz to include this information in the
next
> > > > > > > documentation update.
> > > > > > >
> > > > > > > Mark
> > > > > > >
> > > > > > > "No good deed goes unpunished."
> > > > > > > --Steve Karnish
> > > > >
> > > > >
> > > > >
> > > > >
> > > > > Send BUG REPORTS to bugs@xxxx
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> > > > >
> > > > >
>
>
>
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