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Hello Vivek,
If you want to short, you either have to add a new condition for shorting
and covering or just edit
Sell = scond1 OR scond2;
to
Sell = Short = scond1 OR scond2;
and
Buy = bcond1 AND bCond3 OR bCond2;
to
Cover = Buy = bcond1 AND bCond3 OR bCond2;
If you dont want to place a short option,
Add the following
Short=Cover=0;
Regards
Prashanth
----- Original Message -----
From: <vivek.kumar-bhat@xxxxxxxxxxxxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, October 12, 2004 1:39 PM
Subject: [amibroker] missing short cover variable assignments
>
>
> HI all
>
> i was trying to backtest the EMA band fromula as attached below which i
had picked up from the library. how ever i am getting the error mesage as "
> missing short cover variable assignments " when i an trying for the short
side. can some one guide me as to where am i going wrong or what should i do
> to rectify the same
>
> thanx
>
> /* EMA offset bands ver 1_2
> I'd guess this is NOT much different to bbands except you can contol the
per % offset and the periods ema to off set*/
> per=.10;//Percent placement
> periods=20;//time periods
> /*********************************/
>
> emaverage= EMA(C,periods);
> bandsAdjust=emaverage*per;
>
> upperband=emaverage+bandsAdjust;
> Lowerband=emaverage-bandsAdjust;
> Plot(EMA(C,periods),"ema",5,1);
> Plot(C,"EMA",15,64);// plots the close with candles
> Plot(upperband,"upperband",3,1);// upperband
> Plot(Lowerband,"lowerband",4,1);//lowerband
>
> bCond1=Ref(Cross(C,Lowerband),-1) AND C > lowerband ;
> bCond2= C > EMAverage ;// the "or" gets me into up trends
> bCond3= C > EMA(C,65);// trend
>
> Buy = bcond1 AND bCond3 OR bCond2;
>
> scond1= Ref( Cross(emaverage,C),-1)AND C < emaverage;// close days under
ema
> scond2=C < Lowerband;//failed trade drops below lowerband
> Sell = scond1 OR scond2;
>
> Buy = ExRem( Buy, Sell );// removes buy/sell arrows
> Sell = ExRem( Sell, Buy );
>
> ----------
>
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