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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@xxxxxxxx]
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@xxxxxxxxxxx]
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@xxxxxxxx]
> 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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