[amibroker] Re: Making and Index representative of the cash position in a system???

["Mike" <sfclimbers@xxxxxxxxx>]

You could almost certainly do this using custom backtester code.

e.g.
- Start your script by taking a 100 investment in SPY.
- Add Buy/Sell logic for your watchlist symbols
- Write low level custom backtest code that generates a Sell order equivalent in size to every Buy signal, and a Buy order equivalent in size to every Sell signal.

It's actually somewhat more complicated since you would have to do all the checking to see if the buy/sell signals would actually result in trades with respect to sufficient funds, max positions, etc. before manually taking the associated sell/buy of SPY.

You might choose instead to fake out the backtester by adding the equivalent value of SPY position to bo.Cash, let the backtester do its thing, then reduce/increas SPY holdings in light of the trades performed. You would then have to reset the bo.Cash back to zero.

In any event, read the custom backtester document in the Files section of this group.

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "orionsturtle" <orionsturtle@xxx> wrote:
>
> I want to have the system I'm developing go into an index by default instead of cash. 
> So whenever I get a sell in the portfolio in a watchlist of a stock it goes into SPY instead of cash. Positionsize of stocks would be set to 20% of the total portfolio, but the SPY position size could be at times 100% of the portfolio just like cash can by default.
> 
> Would anyone know how to do this?
> 
> Thank you!
>




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