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Tomasz,
thank you for the quick response.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Dimitris,
>
> 1. SetForeign(Sym, True, True ) + Equity() work on both long &
short sides too.
> 2. On my computer and QP2 database your code generates exactly the
same results regardless
> of stock displayed with both short/long sides
> 3. The reason of your problems may be that your database has holes
in period under test
My database has no holes.
I use amibroker 4.44.1 Oct12, 2003
The problem was for both Long/short before the Setforeign(sym, true,
true) function, as you remember.
Now the problem is limited but still exists.
What can I do ?
Dimitris Tsokakis
> 4. What is the purpose of sending this message in three copies ?
> ( to group, tj -at- amibroker.com and support - at - amibroker.com )
It is your request, just in case you donīt see this list messages...
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: Dimitris Tsokakis
> To: amibroker@xxxxxxxxxxxxxxx ; Tomasz Janeczko ; Tomasz Janeczko
> Sent: Saturday, October 18, 2003 11:55 AM
> Subject: [amibroker] SetForeign() function
>
>
> Tomasz,
> I have the following problem with SetForeign(SYM,True,True);
> When I use only Long trades, everything is OK with the universal G
>
> // Trade the top Equity stock for the MACD crossover
> START=DateNum()==1000530 ;
> per=150;//Param("per",150,130,160,5);
> EVENT=BarsSince(START)%per==0;
> Plot(10000,"",Cum(1)%2,1);Plot(0,"",1,styleNoLine);
> G=0;NUM=254;
> list = GetCategorySymbols( categoryGroup, NUM );
> for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> {
> SetForeign(SYM,True,True);
> global Buy;global Sell;// global Short;global Cover;
> Buy=Cross(MACD(),Signal());
> Sell=Cross(Signal(),MACD());
> // Short=Cross(Signal(),MACD());Cover=Cross(MACD(),Signal());
> E1=Equity();
> E11=ValueWhen(EVENT,E1);
> G=IIf(G>E11,G,E11);
> }
> Plot(G,"",1,1);
>
> When I change settings to Long and Short and uncomment the above
code, ie
>
> // Trade the top Equity stock for the MACD crossover
> START=DateNum()==1000530 ;
> per=150;
> EVENT=BarsSince(START)%per==0;
> Plot(10000,"",Cum(1)%2,1);Plot(0,"",1,styleNoLine);
> G=0;NUM=254;
> list = GetCategorySymbols( categoryGroup, NUM );
> for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> {
> SetForeign(SYM,True,True);
> global Buy;global Sell;global Short;global Cover;
> Buy=Cross(MACD(),Signal());
> Sell=Cross(Signal(),MACD());
> Short=Cross(Signal(),MACD());Cover=Cross(MACD(),Signal());
> E1=Equity();
> E11=ValueWhen(EVENT,E1);
> G=IIf(G>E11,G,E11);
> }
> Plot(G,"",1,1);
>
> then G is different when change ticker in symbol tree and it is
no more universal.
> Does SetForeign() works also with short trades ?
> Am I missing something else?
> TIA
> Dimitris Tsokakis
>
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