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Thank you very much for the hint Mike.
Maybe you have got an idea or a hint how this could be done with the custom backtester?
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> If you don't find a simpler way, this could certainly be implemented using low level custom backtester API.
>
> http://www.amibroker.org/userkb/2008/03/16/amibroker-custom-backtester-interface-2/
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "gwantel" <gwantel@> wrote:
> >
> > Hi,
> >
> > if my system is flat I would like to have a stock in the Equity instead of the linear line that comes from e.g. 2% interest.
> > Does anyone know how I could tell Amibroker for the case that the system is flat to take an ETF (e.g. TLT) as the equity?
> >
> > I need an extension for e.g. this system:
> > Buy = Cross( MACD(), Signal() );
> > Sell = Cross( Signal(), MACD() );
> >
> > // trade on next bar open
> > SetTradeDelays( 1, 1, 1, 1 );
> > BuyPrice = SellPrice = Open;
> >
> > // trade size: 25% of current portfolio equity
> > SetPositionSize( 25, spsPercentOfEquity );
> >
> > What can I write that this system takes the ETF TLT when it is flat?
> >
>
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