Re: [amibroker] Re: Multisystem multimarket testing

["Mark H" <amibroker@xxxxxxxxxxxxx>]

You need to assign different PositionScore ranges to different systems and then do the tricks within the Custom Portfolio Backtester loop.

  ----- Original Message ----- 
  From: Angelo 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Tuesday, October 17, 2006 12:34 PM
  Subject: [amibroker] Re: Multisystem multimarket testing


  --- In amibroker@xxxxxxxxxxxxxxx, "Mark H" <amibroker@xxx> wrote:
  >
  > Yes. That can be done by combining the code for all systems and 
  using watchlists to save the groups assigned to different systems.
  > However, it is very hard or impossible to get seperate reports for 
  individual systems. What you get is the combined system results.
  > 
  > ----- Original Message ----- 
  > From: Angelo 
  > To: amibroker@xxxxxxxxxxxxxxx 
  > Sent: Monday, October 16, 2006 3:25 PM
  > Subject: [amibroker] Multisystem multimarket testing
  > 
  > 
  > 

  Thanks Mark, very interesting.

  To me (but I'm a very beginner in programming) it's difficult to 
  understand how not to be confused about different Buy/Sell statements

  Example:

  Buy_1 = H > Ref( HHV( High, 55), -1 );
  Sell_1 = L < Ref (LLV(Low, 20), -1);

  Buy_2 = H > Ref( HHV( High, 110), -1 );
  Sell_2 = L < Ref (LLV(Low, 50), -1);

  Buy = Buy_1 OR Buy_2;
  Sell = ?????????

  Let's say I'm flat and then Buy1 is prompted; how to be sure I'm not 
  using Sell_2 just after Buy1?



   
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