[amibroker] Re: How do two systems with two different positionsizes in one afl?

["Mike" <sfclimbers@xxxxxxxxx>]

Sounds like a modified version of pairs trading.

Try changing Tomasz's code a bit from 
http://finance.groups.yahoo.com/group/amibroker/message/134492 and put 
all 11 symbols into a single watchlist. Something like the following.

Mike


GeneralIndicatorIsLong = ...

Size = IIF(GeneralIndicatorIsLong, 100, 10);
SetPositionSize( Size, spsPercentOfEquity );

if ( Name() == "SymbolA" ) // Single symbol @ 100%
{
  Buy = YourSystem1EntrySignal AND GeneraliIndicatorIsLong;
  Sell = YourSystem1ExitSignal AND GeneraliIndicatorIsLong;
}

if ( Name() != "SymbolA" ) // Remaining 10 symbols @ 10%
{
  Buy = YourSystem2EntrySignal AND NOT GeneraIndicatorIsLong;
  Sell = YourSystem2ExitSignal AND NOT GeneralIndicatorIsLong;
}

--- In amibroker@xxxxxxxxxxxxxxx, "pointsmax" <pointsmax@xxx> wrote:
>
> Hi,
> 
> I want code to following system:
> 
> 1. if my general indicator tells me to go long, i use system 1 with
> 100% equity on watchlist 1 in one stock
> 2. if my general indicator tells me not to go long in system 1, i use
> system 2 on watchlist 2 with 10 positions (10% of equtiy each.
> 
> Please help! Thank you.
> 
> Stefan
>




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