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Ken,
No I don't think I missed anything.
I don't see any problem with purchasing money market fund when
all other securities are exited. This is so simple that I though you can add it
by yourself:
fc = Foreign("INDEX", "C")
Buy = Cross( fc, MA( fc, 50 );
Sell = Cross( MA( fc, 50 ), fc );
PositionScore = 100 - RSI();
// buy the fund when selling stocks and sell fund when buying stocks
if( Name() == "MMFUND" )
{
Buy = Sell;
Sell = Buy;
PositionScore = 100;
}
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Ken Close" <closeks@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, October 05, 2003 6:13 PM
Subject: RE: [amibroker] Force Buy of Particular Fund
> 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
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> >
> >
>
>
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>
>
>
>
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