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Terry, thanks for the detailed instructions. I tried these but only got
the long fund in the trade list so I am not sure where else I have
something wrong. I will work on it, clean up the code and publish it
here later as I obviously am doing something wrong. An Explore with
loads of AddColumns suggest that I have all the variables set up
correctly but still it does not trade as it should.
Am I wrong to expect to see the trade list alternate between the long
fund and the inverse fund on every Market Buy signal????
BTW, I have a watchlist with only two funds it it, the Long Fund and the
Inverse Fund.
I also tried it with Max Open Positions = 1 and forcing PositionScore to
high or low depending on conditions but still got all Long Fund trades.
Yikes!!!
Ken
-----Original Message-----
From: Terry [mailto:MagicTH@xxxxxxxxxxx]
Sent: Sunday, October 03, 2004 1:51 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Long and Inverse Fund
Do this:
BUY = (MarketBuy AND Name() == "RYVYX") or (MarketSell AND Name() ==
"RYVNX");
Where RYVYX is a Long fund and RYVNX is a Short fund of your choosing.
You will have to either choose All Symbols (slow) or Use Filter and
setup a
filter that contains your funds of interest (a watchlist, group, etc.)
I also keep track of whether I'm on my own buy or sell so I can have a
SELL
signal appropriate to which BUY signal I'm in. Alternatively I'm
thinking
MaxOpenPositions = 1; should also do the trick. Here's my Sell code:
Sell = (MarketSell AND Ref(onBuy,-1) OR (MarketBuy AND Ref(onSell,-1));
Where onBuy and onSell are variables that are TRUE every day that my
MarketBuy and MarketSell signals are in effect.
--
Terry
> From: "Ken Close" <closeks@xxxxxxxx>
> Reply-To: amibroker@xxxxxxxxxxxxxxx
> Date: Sun, 3 Oct 2004 12:48:44 -0400
> To: "AmiBroker List" <amibroker@xxxxxxxxxxxxxxx>
> Subject: [amibroker] Long and Inverse Fund
>
>
> Can someone help with the basic coding to buy a long fund on a market
> buy signal, and sell it and buy an inverse fund on a market sell
signal.
>
> I put two funds in a watchlist, LongFund and InverseFund.
>
> I have a Market Timing Signal: either MarketBuy or MarketSell.
>
> How do I write the Buy and Sell signals and any PositionScore
statements
> (if any) to make the system BUY the LongFund and SELL the InverseFund
> on MarketBuy signal, and the reverse, SELL the LongFund and BUY the
> InverseFund on MarketSell signal?
>
> I have tried various combinations of PositionScore and IIf statements
to
> no avail. The trade report buys the LongFund on every MarketBuy
signal
> and sells it on every MarketSell signal but never "buys" the
> InverseFund.
>
> Totally frustrated.
>
> Any help?
>
> Thanks,
>
> Ken
>
> ---
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