[amibroker] Long and short but only together?

["felixbraendli" <felixbraendli@xxxxxxxxxxx>]

Okey hello everyone... i think it should be a simple problem... perhaps someone can help me...

i have the following options

SetOption("MaxOpenLong",1);
SetOption("MaxOpenShort",1);

and i have two arrays filled from rules...

par example:

buy =  100100011110000111111
short= 000000001010000011000

now i want to hold (max.) two stocks... one "buying" and the other "shorting". These two stocks should be entered at the same day/bar.(portfolio backtesting)

par example:

1.1.1997 one buy and 1.1.1997 one short

that means that i want to buy a stock from the portfolio only, when there is a stock to short from the same portfolio at the same day/bar.
(Naturally i use Positionscore to find the best buy signal when there are more than one buy signals at one day).

System is as follows:

BuyPrice=ShortPrice=O;
SellPrice=CoverPrice=O;

SetTradeDelays(1,1,1,1);

SetOption("initialEquity",50000);
SetOption("AllowSameBarExit",1);
SetOption("SeparateLongShortRank", True ); 
SetOption("MaxOpenLong",2);
SetOption("MaxOpenShort",2);
SetOption("CommissionMode",1);
SetOption("CommissionAmount",0.1);

PositionSize=-50;
PositionScore=100-RSI();

ap1=50;
ad1=6;
dmi1 = abs(PDI(ad1)-MDI(ad1))/(PDI(ad1)+MDI(ad1))*100;
Bu1 = Cross(dmi1,ap1) AND PDI(ad1)>MDI(ad1);
Sell=0;

ap=3;//Optimize("Grenze",2,0,80,1);//20
ad=6;//Optimize("length",60,1,100,5);//66
ac=2;
Sh1=Cross(EMA(C,ad),EMA(C,ap)) AND EMA(C,ad*ac)>EMA(C,ap*ac);
Cover = 0;

Buy  = Bu1;
Short = sh1;  

ApplyStop(3,1,5);






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