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[amibroker] Re: Force Buy of Particular Fund



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Ken,

Email me ...

--- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> wrote:
> 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@x...] 
> 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@xxxx>
> 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@xxxx
> > Send SUGGESTIONS to suggest@xxxx
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> > 
> > 
> 
> 
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