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Ozzyapeman
> I know that hedge betting is generally a fool's bet.
Two fools are always better than one!
>But there may be
> some rare instances when I want both a Long position and a Short
> position open at the same time (still experimenting with that
concept).
Why not?
Oil and the market can be non-correlated... therefore oil stocks and
the market can be non-correlated?
An individual stock that stinks can be heading south when the market
is heading north.
How does your portfolio eq curve look if you 'pair trade' two NC
stocks compared with two correlated stocks?
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@xxx> wrote:
>
> I know that hedge betting is generally a fool's bet. But there may
be
> some rare instances when I want both a Long position and a Short
> position open at the same time (still experimenting with that
concept).
>
> Anyway, I can't get the backtester to have two such trades open
> simultaneously and hope someone can be of help. According to my
> understanding the below code placed at the begining of the formula
> (especially the bolded lines) are correct for hedging. And in the
> backtester General Settings I should set Positions to "Long and
Short",
> and uncheck the box for "Reverse entry signal forces exit". I have
done
> that, but still the backtester does not allow a Long or Short to be
open
> when the reverse is already open.
>
> Any help much appreciated.
>
> SetBarsRequired(10000, 10000);
> SetFormulaName("1-0 Initial Attempt");
> SetOption("CommissionAmount", 4.00);
> SetOption("CommissionMode", 2);
> SetOption("InitialEquity", 100000);
> SetOption("MaxOpenPositions", 2);
> SetOption("PriceBoundChecking", 1);
> SetOption("UsePrevBarEquityForPosSizing", 1);
> SetTradeDelays( 1, 1, 1, 1 );
> SetPositionSize(1,spsShares);
> SetOption( "ReverseSignalForcesExit", 0 );
>
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