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Also, you have made/lost money on your shorts which rolls over into the next long trade.
TH--
Because you cannot be long and short the same stock at the same time. Being short may result in you not taking a long position that you entered in a long only test....
Regards,
Jayson
-----Original Message-----
From: alan_davidson2 [mailto:alan_davidson2@xxxxxxxxx]
Sent: Monday, May 17, 2004 8:46 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Why do short trades affect long trades?
Why does the presence or absence of short trades affect the
profitability of long trades?
Example 1: long and short
...............All......Long.....Short
Initial........10000....10000....10000
Ending.........19947....20531.....9416
Example 2: long only
...............All......Long.....Short
Initial........10000....10000....10000
Ending.........20914....20914....10000
Reversing system. No commissions or slippage.
Regards,
Alan
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--
Terry
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