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<SPAN
class=160134605-16012004>You could test the "idea" first just using Equity
charts. Run the code below using the OldBacktester and Click Equity to see the
Equity charts. Trades could overlap and your sum equity starts with double the
initial investment.
<SPAN
class=160134605-16012004>
<SPAN
class=160134605-16012004>Good luck,
<SPAN
class=160134605-16012004>herman.
<SPAN
class=160134605-16012004>
<FONT
face=Arial>Short<FONT
color=#000000>=Cover<FONT
color=#000000>=0<FONT
size=2>; <FONT
color=#0000ff>SetForeign(<FONT
color=#ff00ff>"CSCO"); <FONT
color=#000000>// change to your
ticker<FONT
color=#000000> a = ROC<FONT
color=#000000>(C<FONT
color=#000000>,5<FONT
color=#000000>); <FONT
color=#000000>// Substitute another price for C if
needed<FONT
color=#000000> SetForeign<FONT
color=#000000>("MSFT");
// change your other
security<FONT
color=#000000> b = ROC<FONT
color=#000000>(C<FONT
color=#000000>,5);
//
Substitute another price for C if needed<FONT
size=2> d = a - b; e = <FONT
color=#0000ff>MA(d,<FONT
color=#ff00ff>10<FONT
color=#000000>); SetForeign<FONT
color=#000000>("X"<FONT
color=#000000>,1<FONT
color=#000000>,1<FONT
size=2>); <FONT
color=#ff0000>Buy = <FONT
color=#0000ff>Cross<FONT
color=#000000>(d,e); <FONT
color=#ff0000>Sell = <FONT
color=#0000ff>Ref(<FONT
color=#ff0000>Buy,<FONT
color=#ff00ff>3); <FONT
color=#000000>// need some sell
signal<FONT
color=#000000> E1 = Equity<FONT
color=#000000>(0<FONT
size=2>); <FONT
color=#0000ff>Plot(E1,<FONT
color=#ff00ff>"Equity X",<FONT
color=#ff00ff>4,<FONT
color=#ff00ff>1<FONT
color=#000000>); SetForeign<FONT
color=#000000>("Y"<FONT
color=#000000>,1<FONT
color=#000000>,1<FONT
size=2>); <FONT
color=#ff0000>Buy = <FONT
color=#0000ff>Cross<FONT
color=#000000>(d,e); <FONT
color=#ff0000>Sell = <FONT
color=#0000ff>Ref(<FONT
color=#ff0000>Buy,<FONT
color=#ff00ff>3); <FONT
color=#000000>// need some sell
signal<FONT
color=#000000> E2 = Equity<FONT
color=#000000>(0<FONT
size=2>); <FONT
color=#0000ff>Plot(E2,<FONT
color=#ff00ff>"Equity Y",<FONT
color=#ff00ff>6,<FONT
color=#ff00ff>1<FONT
color=#000000>); <FONT
face=Arial>E = E1+E2; <FONT
color=#0000ff>Plot(E,<FONT
color=#ff00ff>"Total Equit",<FONT
color=#ff00ff>1,<FONT
color=#ff00ff>1<FONT face=Arial
size=2>); /*
<SPAN
class=160134605-16012004>
<FONT face=Arial
size=2>-----Original Message-----From: joeemmett2000
[mailto:joeemmett@xxxxxxxxxxxxx]Sent: January 16, 2004 1:15
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Switching two securities!<FONT
face=Arial>I know this is probably way out in left field, so be gentle
with me!I would really appreciate it if someone could show me how to
write the code for this.a = ROC(Security "X",5);b =
ROC(Security "Y',5);d = a-b; e = MA(d,10);Buy "X' if
d>e;Buy "Y" if e>d;Thanks for all your help,
JoeSend BUG
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