[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: Short system



PureBytes Links

Trading Reference Links

was looking to short  at close
and then cover the next day at either the previous days high or
yesterdays low



--- In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher"
<chuck_rademacher@x> wrote:
> 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:
> 
> 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?
> 
> 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?
> 
> I'm sorry, but you haven't told me enough to help you.   Perhaps someone
> else is able to give you some assistance.
> 
> Cheers
>   -----Original Message-----
>   From: epintoem [mailto:epintoem@x...]
>   Sent: Tuesday, July 08, 2003 12:33 AM
>   To: amibroker@xxxxxxxxxxxxxxx
>   Subject: [amibroker] Short system
> 
> 
>   I think I may have a system for you...if some one will help with the
>   exit code I just requested...
> 
>   cond= my conditions
>   buy = close
>   sell= high of previous day or close
> 
>   I believe the opportunity to hold for more than a couple of days will
>   exist 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 I
>   want to buy
>   > CR> 100,000 shares and there are only 1,000 on offer, I surely won't
>   get 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.  ^_^
>   >
>   > Yuki
> 
> 
>         Yahoo! Groups Sponsor
> 
> 
> 
>   Send BUG REPORTS to bugs@xxxx
>   Send SUGGESTIONS to suggest@xxxx
>   -----------------------------------------
>   Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
>   (Web page: http://groups.yahoo.com/group/amiquote/messages/)
>   --------------------------------------------
>   Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> 
>   Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.


------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Coral Calcium for Greater Health - $23.95
http://www.challengerone.com/t/l.asp?cid=2805&lp=calcium2.asp
http://us.click.yahoo.com/MmkSQC/NTVGAA/ySSFAA/GHeqlB/TM
---------------------------------------------------------------------~->

Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 

Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/