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Hello,
Sorry I have made one mistake with 'swaping signals code':
Here is corrected version:
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" )
{
tmp = Buy; // must use temporary variable
Buy = Sell;
Sell = tmp;
PositionScore = 100;
}
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Tomasz Janeczko" <amibroker@xxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, October 05, 2003 6:18 PM
Subject: Re: [amibroker] Force Buy of Particular Fund
> 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
> > > Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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> > >
> > >
> >
> >
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> > Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
> > -----------------------------------------
> > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > --------------------------------------------
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> >
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> >
> >
> >
> >
> >
> > 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/)
> > --------------------------------------------
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> >
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> >
> >
> >
>
>
> 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/
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>
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