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Ken,
This is what I do today. I was just wondering if I could save a step or two and do it in AmiBroker alone.
Regards and thanks,
Bert
Ken Close <closeks@xxxxxxxx> wrote:
Bert:
You can not do it within Amibroker without some preparation.
You have to use Trade to create various FNUs of the different
percentages you want to hold. You then force the positionscore
according to the logic of what you want to hold under different
conditions. To attempt this within AB requires a form of pyramiding
which AB cannot handle now.
FNU01 = 100% BRSIX or just BRSIX
FNU02 = 60% BRSIX + 40% POSSX (set up in Trade with WEIGHTMIX.INI for
example)
Trade between FNU01 and FNU02 with forced positionscore statements.
You could have other FNUs like 40% BRSIX and 40% POSSX and 20% CASH if
you wanted to. Just need to manipulate the statements controlling
positionscore.
Does this help?
Ken
-----Original Message-----
From: Bert Steele [mailto:bistrader@xxxxxxxxx]
Sent: Sunday, August 29, 2004 4:04 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] BUY STATEMENT HELP
Ken,
I understand and thanks. Set PositionScore to zero when you want to
sell, to a positive number (like 100 with others lower) when you want to
buy and to scorenorotate when you want to hold. Set maxopenpositions to
whatever or in this case 1.
Is there a way to buy 60 % of one fund and 40% of another fund when with
rotational trading? That is, when the signal is on a Buy, you invest
100% in BRSIX and when the signal is on a Sell you invest whatever you
have with 60% in BRSIX and 40% in POSSX. So, I would set
maxopenpositions to 2 and make sure that positionscore is a high number
for BRSIX and 0 for all others when the signal is on a buy and that the
positionscore is the same for BRSIX and POSSX (say the highest number at
100) when the signal is on a sell.
In any case, can I do this?
Bert
Ken Close <closeks@xxxxxxxx> wrote:
Bert:
Just for your additional learning and insight, you **CAN** use
rotational trading.
You keep two funds in your watchlist, your POSSX and BRSIX and then you
"force" the position score for BRSIX to be highest when you want to buy
BRSIX and you force the score for POSSX to be highest when you want to
buy POSSX and you only hold one fund. I believe it will do the same
thing.
Ken
-----Original Message-----
From: Bert Steele [mailto:bistrader@xxxxxxxxx]
Sent: Saturday, August 28, 2004 4:26 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] BUY STATEMENT HELP
Thanks to all of you for the help. Here is what I came up with. I have
some cleaning up to do related to State Form and Impulse Form, but this
is easy enough.
// test name2. afl
SetForeign("BRSIX");
Cond1 = C >= EMA(C, 21) ;
RestorePriceArrays();
//Buy = Sell = Short = Cover = 0;
Buy = (Cond1 == True AND Name() == "BRSIX") OR
(Cond1 == False AND Name() == "POSSX");
Sell = (Cond1 == False AND Name() == "BRSIX") OR
(Cond1 == True AND Name() == "POSSX");
Short = 0; //Not shorting anything
Cover = 0;
Filter = 1;
AddColumn(C,"Close", 1.2);
AddColumn (Cond1, "Cond1",1.0);
AddColumn (Buy, "POSSX to BRSIX", 1, colorDefault, IIf(Buy, colorGreen,
colorDefault));
AddColumn (Sell, "BRSIX to POSSX", 1, colorDefault, IIf(Sell,colorRed,
colorDefault));
Terry <MagicTH@xxxxxxxxxxx> wrote:
Bert,
There's confusion on the terms here. I see that POSSX is a Short Small
cap
fund and BRSIX is a Long Small Cap fund. It appears you want to go long
and
short (which in Amibroker would be Buy and Short). However, since you
will
actually BUY POSSX when you get a short signal, you must BUY it in
Amibroker, otherwise it will think you Shorted a Short fund and only
give
you gains when the fund goes DOWN.
That's why I had both conditions on the BUY line. You BUY BRSIX when
your
Buy Cond1 is true and you Buy POSSX when your Short (Sell) condition is
true.
You might also check out rotational trading as suggested by another.
Terry
--
> Terry,
>
> I get a Syntax error with the following. This is totally a long (and
not
> short) system. It is to sell POSSX and buy BRSIX (both mutual funds)
when Buy
> is True. It is to sell BRSIX and buy POSSX when Sell is True. [When
Buy is
> True, Sell is False.] Your continued help is appreciated.
>
> Bert
>
>
> // test name. afl
> SetForeign("BRSIX");
> Cond1 = C >= EMA(C, 21) ;
> BuyState = Cond1 ;
> Cond2 = C < EMA( C, 21);
> SellState = Cond2;
> Buy = Sell = Short = Cover = 0;
> Buy = IIf(BuyState AND Name() = "BRSIX") ,True,False);
> Sell = IIf(SellState AND Name() = "POSSX") ,True,False);
> Short = False; //Not shorting anything
> Cover = False;
> RestorePriceArrays();
> Filter = 1;
> AddColumn(C,"Close", 1.2);
> AddColumn (BuyState, "BuyState",1.0);
> AddColumn (SellState, "SellState",1.0);
> AddColumn (Cond1, "Cond1",1.0);
> AddColumn (Buy, "POSSX to BRSIX", 1, colorDefault, IIf(Buy,
colorGreen,
> colorDefault));
> AddColumn (Cond2, "Cond2",1.0);
> AddColumn (Sell, "BRSIX to POSSX", 1, colorDefault,
IIf(Sell,colorRed,
> colorDefault));
>
>
> Terry <MagicTH@xxxxxxxxxxx> wrote:
> Bert,
>
> Since theyıre funds, youıre BUYING both funds. Also, you would never
SELL
> anything, you would SHORT it. SELL just closes your BUY position. So,
you
> need to do something like this assuming you want to always be in the
market
> and your just switching funds (code untested):
>
> Buy = IIf(Cond1 and Name() = "NTHEX") or (Cond2 and Name() =
> "FDRXX"),true,false);
> Sell = "I'm not sure how to get you out of each position. Possibly if
you
> have MaxPositions = 1 it will get handled automatically."
> Short = false; //Not shorting anything
> Cover = false;
>
>> Hello,
>>
>> I would appreciate it if someone can help with the following "PROBLEM
>> AREA" in my code. (See "PROBLEM AREA" below.)
>>
>> Thanks,
>>
>> Bert
>>
>> // -------------------------------------
>>
>> JB_Price = Foreign("NTHEX", "C");
>>
>> Cond1 = JB_Price >= EMA( JB_Price, 20) ;
>>
>> BuyState = Cond1 ;
>>
>> Cond2 = JB_Price < EMA( JB_Price, 20 );
>>
>> SellState = Cond2;
>>
>> // PROBLEM AREA STARTS HERE.
>> //
>> // I HAVE THE 2 FUNDS IN A WATCHLIST AND I USE
>> // FILTER TO SELECT THIS WATCH LIST.
>> // HOW DO I TELL THE AA TO BUY NTHEX AND SELL
>> // FDRXX WHEN SIGNAL IS ON A BUY, AND
>> // TO SELL NTHYX AND BUY FDRXX WHEN SIGNAL
>> // IS ON A SELL.
>> // I KNOW THE FOLLOWING IS WRONG, BUT THE CONCEPT IS
>> // OK.
>>
>> Buy = IIf(Name() == "NTHEX", BuyState, SellState);
>> Sell = IIf(Name() == "FDRXX", SellState, BuyState);
>>
>>
>>
>> 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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>
--
Terry
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