RE: [amibroker] Two systems in One

["Herman van den Bergen" <psytek@xxxxxxxx>]

You can cascade as 
many systems as you like. For the first system you use Buy1, Sell1, etc. for the 
second you use Buy2, Sell2, etc.
<FONT face=Arial 
size=2> 
At the very end of 
your code you can then combine these signals to create the final BUY, SELL, etc. 
For example:
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size=2> 
Buy = Buy1 AND 
Buy2;
Sell = Sell1 OR 
Sell2;
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size=2> 
If you cascade 
several systems you may want to write optimizing code to step systematically 
through all combinations of the signals, along the line of:
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M = 
Optimize("S",0,0,3,1);
<FONT face=Arial 
size=2>if(M==0)
<FONT 
face=Arial size=2>    {
<FONT face=Arial 
size=2>    BUY = Buy1 AND Buy2;
<FONT face=Arial 
size=2>    SELL = Sell1 OR Sell2;
<FONT face=Arial 
size=2>    }
<FONT face=Arial 
size=2>if(M==1)
<FONT face=Arial 
size=2>    {
<FONT face=Arial 
size=2>    BUY = Buy1 and NOT Buy2;
<FONT face=Arial 
size=2>    Sell = Sell2;
<FONT face=Arial 
size=2>    } 
<FONT face=Arial 
size=2> 
.... there are 
better ways to exhaustively test all combinations...
<FONT face=Arial 
size=2> 
<FONT face=Arial 
size=2>herman.

  <FONT face=Tahoma 
  size=2>-----Original Message-----From: Linda Wilmarth 
  [mailto:smart@xxxxxxxxxx]Sent: Tuesday, June 22, 2004 2:26 
  PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Two 
  systems in One
  I want to combine two systems I have into one 
  BackTest.
   
  The first is to buy if Cond1B is true and sell if Cond1S is 
  true.
   
  The second is to buy if Cond2B is true and sell if Cond2S is 
  true.
   
  Now, I want to buy if either are true:
   
  Buy = Cond1B OR Cond1S;
   
  Then, if I bought because of Cond1B, I only want to test for 
  Cond1S for selling, and if I bought because of Cond2B, then I only want to 
  test Cond1S.
   
  How can I accomplish this?
   
  <FONT 
  size=2>LindaCheck 
  AmiBroker web page at:<A 
  href="">http://www.amibroker.com/Check 
  group FAQ at: <A 
  href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
  


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