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Re: [amibroker] Re: Multisystem multimarket testing



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You could try this, assuming you do not get more buy signals after the
actual entry. If you do then you could need to use a loop for this.

Sell = iif(valuewhen(buy,buy1),sell1,sell2);

-- 
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
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On 18/10/06, Mark H <amibroker@xxxxxxxxxxxxx> wrote:
>
>  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 <ima_cons@xxxxxxxx>
> *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 <amibroker%40yahoogroups.com>
> > 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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