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RE: [amibroker] Short system



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I 
could be wrong, but I think you are having trouble getting some help with your 
code because it raises more questions that it answers:
<FONT face=Arial color=#0000ff 
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<FONT face=Arial color=#0000ff 
size=2>1.  Buy = close?   This is always going to be 
non-zero.  Are you buying at the close today?   Are you buying at 
today's close on a limit tomorrow?   Are you buying at today's close 
on a stop tomorrow?
<FONT face=Arial color=#0000ff 
size=2> 
<FONT face=Arial color=#0000ff 
size=2>2.  Sell = High of previous day or close?    Are you 
selling at al limit?   On a stop?    On a limit or at 
the next day's close?
<FONT face=Arial color=#0000ff 
size=2> 
I'm 
sorry, but you haven't told me enough to help you.   Perhaps someone 
else is able to give you some assistance.
<FONT face=Arial color=#0000ff 
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<FONT face=Arial color=#0000ff 
size=2>Cheers
<BLOCKQUOTE 
>
  <FONT face="Times New Roman" 
  size=2>-----Original Message-----From: epintoem 
  [mailto:epintoem@xxxxxxxxx]Sent: Tuesday, July 08, 2003 12:33 
  AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] 
  Short systemI think I may have a system for you...if 
  some one will help with theexit code I just requested...cond= my 
  conditionsbuy = closesell= high of previous day or closeI 
  believe the opportunity to hold for more than a couple of days willexist 
  once I experiment with parameters. --- In 
  amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:> Hi 
  Chuck,> > Tuesday, July 8, 2003, 12:20:13 PM, you wrote:> 
  > CR> I think you would find it quite different trading in the 
  States.> CR> I think that most people lurking around on this site 
  actually> CR> "work" their orders. By that I mean that they watch 
  the open and> CR> strike when they think it is right.> 
  > That's fine.  But there is no way to back test such a system 
  that I> can think of.> > CR> An alternative way is to 
  give the order to a broker.  But if Iwant to buy> CR> 
  100,000 shares and there are only 1,000 on offer, I surely won'tget a 
  fill> CR> for all of them at the opening offer price.> 
  > With a market order, I would, all of it.  It simply would not 
  open> until I was filled at one price.  But I would be creating my 
  own> private opening price with an imbalance like that, and would never 
  do> it of course. There would be a huge air pocket in the 
  opposite> direction I would be trading. If I can't dump or scoop 15,000 
  shares> on the open and be absolutely invisible, I don't trade the 
  issue.> Most days I am invisible.  Some days I'm more visible, but 
  I'm never> a factor in setting the opening price.> > 
  CR> By me paying 1% commission (actually a little less), I can be> 
  CR> guaranteed getting the open price regarless of how many shares 
  I> CR> am trading.> > You are right.  It's 
  different here.  ^_^> > YukiSend 
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