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[amibroker] Re: Variable Position size and Referrencing Tickers



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Hello,

In fact it does not work better or worse.
It works the same (i.e. gives the same effect).
But IIF is more readable and thus strongly recommended.

Best regards,
Tomasz Janeczko
amibroker.com

--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> I have found this style works better at times
> 
> PositionSize= (Name()=="Growth1")*-33 + (Name()=="SectorRotation1")
*-33 +
> (Name()=="phydx")*-33;
> 
> 
> Cheers,
> Graham
> http://e-wire.net.au/~eb_kavan/
> 
> -----Original Message-----
> From: ericleake [mailto:eleake@x...] 
> Sent: Friday, December 31, 2004 4:31 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Variable Position size and Referrencing 
Tickers
> 
> 
> 
> Tomasz or others:
> 
> Ok, so what is wrong with this code? I have put the three tickers 
> into a watch list, and selected the watch list as the filter, but 
> not getting any trades. I do however get trades when selecting 
> another watch list.
> 
> 
> SetOption("InitialEquity", 100000 );
> SetOption("MaxOpenPositions", 3 );
> SetTradeDelays(0,0,0,0);
> 
> 
> n = Name();
> PositionSize= IIf( n == "Growth1", -33,
> IIf( n == "SectorRotation1", -33,
> IIf( n == "phydx", -33,
> -0) ) );
> 
> Buy=1;
> Sell=0;
> Filter = 1;
> AddColumn(Close,"Close", 4.2);
> 
> I've even tried commenting out the position sizing IIfs and 
stating 
> a straight PositionSize=-33;, but still no trades with this watch 
> list. The symbols are accurate.
> 
> 
> -Eric.
> 
> 
> > Hello,
> > 
> > You can nest IIFs as infinitely.
> > 
> > n = Name();
> > PostitionSize = IIF( n == "MSFT", 1000,
> >                       IIF( n == "INTC", 2000,
> >                       IIF( n == "AAPL", 2500,
> >                       IIF( n == "GOOG", 1500, 
> >                             800 /* otherwise */
> >                          ) ) ) );
> > 
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message ----- 
> > From: "ericleake" <eleake@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Thursday, December 30, 2004 6:41 PM
> > Subject: [amibroker] Re: Variable Position size and Referrencing 
> Tickers
> > 
> > 
> > > 
> > > 
> > > Graham-
> > > Thanks for your response. Are we restricted to an IIf 
statement 
> with 
> > > only two alternatives, or can we add additional "if, else"? 
For 
> > > example, four or five different tickers/position sizes?
> > > 
> > > If I had any clue how to give an attempt at the code, I would. 
> But I 
> > > simply don't.
> > > 
> > > -Eric.
> > > 
> > > \--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> 
> wrote:
> > >> Don't know if it would actually work, but here is corrected 
line
> > >> 
> > >> PositionSize= IIf(name()=="MU", -.25, -50);
> > >> 
> > >> Cheers,
> > >> Graham
> > >> http://e-wire.net.au/~eb_kavan/
> > >> 
> > >> -----Original Message-----
> > >> From: ericleake [mailto:eleake@x...] 
> > >> Sent: Thursday, December 30, 2004 12:27 PM
> > >> To: amibroker@xxxxxxxxxxxxxxx
> > >> Subject: [amibroker] Variable Position size and Referrencing 
> > > Tickers
> > >> 
> > >> 
> > >> 
> > >> A question for the group that I can't find the answer for 
> > > elsewhere:
> > >> 
> > >> Is it possible to select various position sizes per ticker, 
> rather 
> > >> than equal position sizes? 
> > >> 
> > >> For example, something like:
> > >> 
> > >> PositionSize= IIf(Ticker==MU, -.25, -50);, or possibly with 
> IIf, 
> > >> Else?
> > >> 
> > >> My objective is to apply various position sizes to several 
> > > different 
> > >> system equity curves-an asset allocation of strategies, if 
you 
> > > will.
> > >> 
> > >> Thanks.
> > >> -Eric
> > >> 
> > >> 
> > >> 
> > >> 
> > >> 
> > >> 
> > >> 
> > >> Check AmiBroker web page at:
> > >> http://www.amibroker.com/
> > >> 
> > >> Check group FAQ at:
> > >> http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
> > >> Yahoo! Groups Links
> > > 
> > > 
> > > 
> > > 
> > > 
> > > 
> > > Check AmiBroker web page at:
> > > http://www.amibroker.com/
> > > 
> > > Check group FAQ at: 
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
> > > Yahoo! Groups Links
> > > 
> > > 
> > > 
> > > 
> > > 
> > > 
> > > 
> > >
> 
> 
> 
> 
> 
> 
> Check AmiBroker web page at:
> http://www.amibroker.com/
> 
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
> Yahoo! Groups Links





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