[amibroker] Re: Referencing composite values in an Exploration

["Mike" <sfclimbers@xxxxxxxxx>]

Presumably the same solution, just more specialized in your option 
settings. *I have not tested this*, but experiment with the following:

SetTradeDelays( 1, 0, 1, 0);

SetOption("SeparateLongShortRank", True);
SetOption("MaxOpenPositions", 2);
SetOption("MaxOpenLong", 1);
SetOption("MaxOpenShort", 1);

PositionScore = ...;

Buy = True;
BuyPrice = Open;

Sell = True;
SellPrice = Close;

Short = True;
ShortPrice = Open;

Cover = True;
CoverPrice = Close;

Refer to the following release note for detail:
http://www.amibroker.com/devlog/wp-
content/uploads/2008/06/readme5111.html

Mike

--- In amibroker@xxxxxxxxxxxxxxx, jim fenster <normanjade@xxx> wrote:
>
> OK and what if I wanted to go long the strongest in the group and 
short the weakest?
> 
> --- On Fri, 10/31/08, Mike <sfclimbers@xxx> wrote:
> From: Mike <sfclimbers@xxx>
> Subject: [amibroker] Re: Referencing composite values in an 
Exploration
> To: amibroker@xxxxxxxxxxxxxxx
> Date: Friday, October 31, 2008, 3:34 AM
> 
> 
> 
> 
> 
> 
> 
> 
> 
> 
>     
>             Try something like this:
> 
> 
> 
> 1. Set trade delays to 1 (for open) and 0 (for close)
> 
> 2. Set Max Open Positions to 1.
> 
> 3. Set PositionScore to "strongest" (whatever that means to you)
> 
> 
> 
> e.g.
> 
> 
> 
> SetTradeDelays( 1, 0, 0, 0);
> 
> SetOption("MaxOpenP ositions" , 1);
> 
> PositionScore = RSI();
> 
> 
> 
> Buy = True;
> 
> BuyPrice = Open;
> 
> 
> 
> Sell = True;
> 
> SellPrice = Close;
> 
> 
> 
> Mike
> 
> 
> 
> --- In amibroker@xxxxxxxxx ps.com, jim fenster <normanjade@ ...> 
wrote:
> 
> >
> 
> > is it possible to code a simple strategy where you could say, buy 
> 
> the strongest stock out of a portfolio of 30 stocks every day. So 
out 
> 
> of the 30 stocks, buy the strongest one at tomorrows open and sell 
at 
> 
> the close. Then just repeating that everyday.
> 
> > 
> 
> > 
> 
> > Thanks,
> 
> > 
> 
> > Jim
> 
> >
>



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