RE: [amibroker] Backtesting a short variable

["Michael Mann" <m3m@xxxxxxxxxxxxx>]

No worries - just set up the Buy/Sell assignments to be the reverse of the
Short/Cover assignments.
 
Then in the settings in AA -do Short only - rather than long or long and
short.
 
short = cross(ema(close, etc etc etc etc
cover=cross(ema(close, etc etc etc etc
 
Buy=Cover ;
Sell=Short ;
 
You can also do the reverse
 
Buy=Cross(Ema1,Ema2);
Sell=Cross(Ema2,Ema1);
 
Short=Sell;
Cover=Buy;
 
In AA - set up to do Short only and you have the same thing.
 
 
 
Mike
 
  _____  

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of paulradge
Sent: Sunday, November 12, 2006 7:47 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Backtesting a short variable
 
i've been playing with AA and backtesting simple ma cross overs and now want

to play with a short ma cross over set up,,,,but AA is telling me it wants 
buy/sell variable's,,,

i've read the tutorial and the variable's "short" and "cover" should be ok 
to use directly i thought,,,????????,,,,,,i'm using version 4.80
eg
short = cross(ema(close, etc etc etc etc
cover=cross(ema(close, etc etc etc etc

regards
Paul
 

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