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> How does your portfolio eq curve look if you 'pair trade' two NC
> stocks compared with two correlated stocks?
This would be akin to a synthetic option strategy???
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> 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@> 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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