|
PureBytes Links
Trading Reference Links
|
Tomasz:
Thanks for the reply and I am hoping someone else can help to relieve
your email reply burden....
...however, you have missed my question entirely.
I understand your example below. I want to BUY a money market fund or
another fund, when the market signal says to sell all positions in funds
that have been bought with the ranking AND the MarketBuy signal.
The answer may be in your reply but I do not think so.
Buy = OnMarketBuy (you get the top 4 [say] ranked funds.)
Sell = OnMarketSell (you sell all holdings) (and at the same time BUY a
mm fund)
How do you then BUY another fund (money market or government bonds or
whatever), when you get OnMarketSell signal.
In the ranking, it is possible but not likely that the moneymarket fund
would be the highest ranked when the MarketSignal goes on a sell.
So sorry if I just can not see the answer to this question in your reply
below. Can anyone else help me?
Ken
-----Original Message-----
From: Tomasz Janeczko [mailto:amibroker@xxxxxx]
Sent: Sunday, October 05, 2003 11:46 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Force Buy of Particular Fund
Ken,
There is no NEED to use rotational mode at all. It is provided as a
faster replacement
for already existing PT formulas. But for nothing more.
99% of cases are solved by regular mode.
You just need REGULAR mode all the time if you have buy/sell signals.
Regular mode ALLOWS RANKING TOO and allows buy/sell signals to be
evaluated.
So use REGULAR mode.
fc = Foreign("INDEX", "C")
Buy = Cross( fc, MA( fc, 50 );
Sell = Cross( MA( fc, 50 ), fc );
PositionScore = 100 - RSI();
This code would attempt to enter long on *all securities* at the same
time
when INDEX close rises above its MA
and will exit long on INDEX close falling above MA.
Among all securities under test ONLY THOSE scored HIGHEST will be
entered.
(in the example formula securities with LOW RSI are preferred)
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Ken Close" <closeks@xxxxxxxx>
To: "AmiBroker List" <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, October 05, 2003 5:37 PM
Subject: [amibroker] Force Buy of Particular Fund
> First question on coding I can not figure out...
>
> I want to buy ranked and scored funds on the Buy of a general market
> signal, and then Sell all of them on the Sell of the general Market
> Signal.
>
> When the general market signal is on a Sell I would like the
Backtester
> to be holding (ie, having Bought) a money market mutual fund or some
> other "safe" fund acting as a substitute for the mm fund.
>
> I do not know how to even start (and perhaps I should wait until
> Interest is included) but if it is possible to code this situation,
then
> how to do it?
>
> Other code.....
>
> Buy = IIf( MarketBuyOn, 1, ???????);
>
> I have no idea how to do this. Anyone?
>
> Perhaps there is a way to use Rotational Trading Mode....
>
> With MarketBuyOn, then rank all funds and select, and when MarketBuyOn
> is "0" (off), then force the rank score of the mm fund high and others
> to low value (artificially). If Positions = 4, will it buy four
> positions in the MM fund (essentially putting all equity into the MM
> fund) or will it only buy 1 position (25% in the mm fund)?
>
> My experience level with portfolio trading is low enough that I may
not
> have the right to ask these questions, but what better way to learn --
> Again, any comments?
>
> Ken
>
>
>
> 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/
>
>
>
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/
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/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/
|