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Ok I understand.
A little bit further
Having a strategy that gives long and short conditions, how to
control the behavior?
I actually have both figures:
Sometimes, if I am long, I do not want any short signal to reverse or
sold my position, so I set a condition saying I must be FLAT to short
Sometimes, I expect a reversal action, so I set a condition saying I
must be FLAT OR LONG to short
Sorry to annoy you with theses TS ways of trading but it is really
the way I trade. And expect to optimize with AB...
Thanks to help
Philippe
--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
<psytek@xxxx> wrote:
> Not sure what you are after...
>
> AB doesn't let you Buy again after you are already in a Long
position. You
> would have to first close the position with a Sell condition (which
could be
> made to precede the Buy to simulate Pyramiding).
>
> herman
>
> -----Original Message-----
> From: reyloufi [mailto:etrel@x...]
> Sent: Monday, July 05, 2004 6:11 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: market position
>
>
> Hi hermann
> maybe...
> look pretty sophisticate to me
> I just want to set the condition3 (just an example "buy when
> condition1 or condition2 occur")
> "if I am already long(because condition1 was the buy signal), do
not
> buy even if buycondition2 occurs. If I am flat, buy "
> this is literally a market position condition
> Thanks to help
> Philippe
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
> <psytek@xxxx> wrote:
> > Perhaps this is what you are looking for:
> >
> > delay = 1;
> > InLong = ref(Flip(Buy,Sell),-delay);
> > InShort = ref(Flip(Short,Cover),-delay);
> >
> > herman
> > -----Original Message-----
> > From: reyloufi [mailto:etrel@x...]
> > Sent: Monday, July 05, 2004 4:16 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] market position
> >
> >
> > Hi
> > Being a TS trader on e-minis futures, I plan to use AB to get
> better
> > backtesting optimization...
> > I have some difficulties to jump from TS to AB
> > Having several buy/sellshort entry conditions in my strategy
> (ies), I
> > use to have a very basic condition to control if you are
already
> into
> > the market
> > In EasyLanguage, it is the MarketPosition function
> > How does it work in AB?
> > Thanks to help
> > Philippe
> >
> >
> >
> >
> >
> > Check AmiBroker web page at:
> > http://www.amibroker.com/
> >
> > Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >
> >
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