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Many thanks Herman,
However, I essentially want to alternate between going long and
going short.
> Buy = exRem(Buy,Sell);
> Sell = exRem(Sell,Buy);
> Short = exRem(Short,Cover);
> Cover = exRem(Cover,Short);
the above means that I have more than 1 short or more than 1 long
position in a sequence.
Using:
Buy = ExRem( Buy, Short);
Sell = ExRem( Sell, Buy );
Short=ExRem(Short,Buy);
Cover=ExRem(Cover,Short);
seems to alternate between long and short positions.
I didn't understand:
> Position = exRem(Buy,Short);
> LongPosition = exRem(Buy,Sell);
> ShortPosition = exRem(Short,Cover);
these don't appear to do anything since they are not predefined
variables.
Could you explain?
Thanks
Sam
--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
<psytek@xxxx> wrote:
> Assuming you are trading a reversal system, perhaps a more logical
way would
> be:
>
> Buy = exRem(Buy,Sell);
> Sell = exRem(Sell,Buy);
> Short = Sell;
> Cover = Buy;
>
> In some case you can use
>
> Position = exRem(Buy,Short);
>
> but this assumes that you are not using any other exits (stops),
if your
> system include other exits you might want to use this after the
stops have
> been processed:
>
> Buy = exRem(Buy,Sell);
> Sell = exRem(Sell,Buy);
> Short = exRem(Short,Cover);
> Cover = exRem(Cover,Short);
>
> of course you can simply use
>
> Equity(1);
> LongPosition = exRem(Buy,Sell);
> ShortPosition = exRem(Short,Cover);
>
> best regards,
> herman
> -----Original Message-----
> From: qweds_560 [mailto:qweds_560@x...]
> Sent: Tuesday, January 18, 2005 7:10 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] ExRem
>
>
>
> Hello,
>
> I am a little bit confused by the Exrem function. I have the
> following:
>
> Buy = ExRem(Buy, Short);
>
> Short=ExRem(Short,Buy);
>
>
> In English, this means to me that the backtester
>
> i) will go long on a buy signal and then will not buy again till
it
> has gone short
>
> ii) will short on a short signal and then not go short again
till it
> has gone long
>
> Is this correct? Do I need to define something for SELL and for
> COVER?
>
> Thanks
>
> Sam
>
>
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
>
>
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