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The code that Dingo supplied works perfectly for this as I use it all
the time for a variety of things ...
One proviso however ... Buy & Sell are the equiavlent of OnBuy and
OnSell i.e. Buy will have 1's in the array for ALL BARS during Buy
periods and Sell will have 1's in the array for ALL BARS during Short
periods.
--- In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher"
<chuck_rademacher@x> wrote:
> G'day Ken,
>
> I don't think that you will be able to do this with a "ranking
system". If
> you only have the two funds (one long and one short), why are you
using a
> ranking system? Why not do what you are doing now and then:
>
> BUY = ticker == "ABC" and positionscore > x;
> BUY = ticker == "XYZ" and positionscore < y;
>
> Sorry, I haven't bothered with the syntax. But you should get the
drift.
>
> Cheerio
>
> Chuck
> -----Original Message-----
> From: Ken Close [mailto:closeks@x...]
> Sent: Sunday, October 03, 2004 12:57 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] Long and Inverse Fund
>
>
> Dingo:
>
>
>
> Yes, I tried this (as this was reply from Tomasz a year ago on
same
> question) but I must have something wrong because the trade list
only
> shows the longfund being bought.
>
>
>
> -----Original Message-----
> From: dingo [mailto:dingo@x...]
> Sent: Sunday, October 03, 2004 1:24 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] Long and Inverse Fund
>
>
>
> I guess you've tried:
>
> If ( Name() == "InverseFund" )
> {
> tmp = Buy; // must use temporary variable
> Buy = Sell;
> Sell = tmp;
> }
>
> ?
>
> d
>
> > -----Original Message-----
> > From: Ken Close [mailto:closeks@x...]
> > Sent: Sunday, October 03, 2004 12:49 PM
> > To: AmiBroker List
> > 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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