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[amibroker] Russell 2000 constituent lists



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Yes you could use the Foreign function for this
An example could be with SHPIX

Short = foreign( "ARTKX", ShortCondition) ;

It will need more to make it work fully, but this is a starting point

Cheers,
Graham
http://groups.msn.com/asxsharetrading
http://groups.msn.com/fmsaustralia 

-----Original Message-----
From: Robert [mailto:robert@xxxxxxxxxxx] 
Sent: Tuesday, 20 January 2004 6:46 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Long and Short /Long positions ?


Being rather new to Amibroker and this board and not 
having mastered code writing yet, I wonder if I may ask,
for many I am sure, a simple question relating to equity 
backtesting.

I have tried many options and searched the archive, but 
to no avail.

The question is related to the following:

I have a timing signal (imported) which I use to BUY 
a particular fund or selection of funds in AA under 
backtester. When I SELL, I will go into cash.... 
I cannot short the fund.

However, I can by an inverse fund, simulating a short 
position rather than go into cash during the Sell period 
of my timing signal.

I would like to know how to test (code) a system, where 
I buy i.e. ARTKX (long) on a buy signal, and buy i.e. 
SHPIX (short) during a sell signal and show (plot) the 
composite returns etc.

Forgive me, if I have overlooked this in the help files.

Robert van Delden






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