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You
can define one set of signals that are used to calculate the equity()
and then define s second set of signals that may be partially based on the
equity derived from the first set of signals. You must be sure
that the equity is based on preceeding events, so that you don't look
ahead.
Signal
set 1
intermediate equity()
signal
set 2
final
equity
best
regards,
herman
Okay, thought I would ask this
a different way. The equity() function is an array that stores the
equity curve for your systems buy, sell signals, etc. So equity()
must be listed after the BUY and SELL variables. But how would you
reference the equity() function to influence the BUY and SELL signals if
everything listed after the equity() function call is ignored? Such
as a simple example like:
Buy = IIf(Month() == 1 AND DayOfWeek() == 1
AND Day() < 10 AND Year() == 1995,1,0); Sell = E > 100000; E =
Equity(1);
This would just buy on the first week of the first month of
the year 1995. But to sell when your equity balance reaches $100,000
would reference the uninitialized E variable.
Sorry if this is a
stupid question but I just bought Amibroker and my knowledge is still
limited. I would appreciate any
help.
David
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Please note that this group is for discussion between users only.
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For other support material please check also:
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