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Chuck,
Regarding email ... I use Outlook to but choose NOT to get emails
direct from forum. My personal taste is to check in when I want and
see what is here and Y does not list full email addresses.
Fred
--- In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher"
<chuck_rademacher@x> wrote:
> Perhaps this is the question you want answered by me?
>
> As far as your request for having market neutral capability goes
within a
> particlar portfolio that is certainly doable but I need to have an
answer to
> my other question which is what to do with $ when a sell/cover
happens and
> there are no remaining ranked candidates to chose from that have
their
> "eyes" on a trade in the same market direction as the one that was
just
> exited.
>
> Is the scenario you are questioning any different from one where I
simply
> don't have any buy signals at all in a "long" only system?
Since "b" and I
> both primarily use a timing approach, we are in the market (long),
just over
> half the time. Therefore, there will be quite a few instances
where we
> will have exited long positions and don't wish to take new ones.
>
> If this is a problem for PT, we could certainly automatically shift
the
> money (using our own AFL logic) into a known money market or bond
fund and
> PT wouldn't know the difference. Of course, in this case we would
either
> have to automatically increase the amount invested in one
instrument or have
> multiple instruments (albeit some may be fake) to handle multiple
> transactions for the usual amount being invested in normal stocks.
>
> I hope this makes sense. This is a fairly complex subject and the
English
> language, even if it's my only language, can be a challenge at
times.
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