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Re: [amibroker] Re: Referencing composite values in an Exploration



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I tried that but some strange things are happening. Firstly I am getting only Long positions. Long and Short is picked in the AA settings menu though. I think it might have something to do with the second.
Secondly, I am putting the setting on Daily in AA, but I am getting 10 trades a day, just at different times. They are being closed that same minute. My database is 1 minute, but why won't it treat it as daily info and give me one trade a day at the open? there are trades happening at 3:24 etc.


Any ideas?

jim


--- On Fri, 10/31/08, Mike <sfclimbers@xxxxxxxxx> wrote:
From: Mike <sfclimbers@xxxxxxxxx>
Subject: [amibroker] Re: Referencing composite values in an Exploration
To: amibroker@xxxxxxxxxxxxxxx
Date: Friday, October 31, 2008, 5:31 PM

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("Separate LongShortRank" , True);
SetOption("MaxOpenP ositions" , 2);
SetOption("MaxOpenL ong", 1);
SetOption("MaxOpenS hort", 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.amibroke r.com/devlog/ wp-
content/uploads/ 2008/06/readme51 11.html

Mike

--- In amibroker@xxxxxxxxx ps.com, jim fenster <normanjade@ ...> 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@ ...> wrote:
> From: Mike <sfclimbers@ ...>
> Subject: [amibroker] Re: Referencing composite values in an
Exploration
> To: amibroker@xxxxxxxxx ps.com
> 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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