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This should work...
OneOfEach = iif( Bu1 and Sh1, 1, 0 );
Buy = Bu1 and OneOfEach;
Short = Sh1 and OneOfEach;
Joe
--- In amibroker@xxxxxxxxxxxxxxx, "felixbraendli" <felixbraendli@xxx> wrote:
>
> 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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