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Sounds good, I´m trying this code.
Thanks Mike.
Stefan
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> 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@> 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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