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PureBytes Links
Trading Reference Links
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Once you get the ticker name from CBT, you can get the industry name by
using IndustryID() function and get the industry ... you'll need to track
industries when you first place an order and compare to that for new
potential orders
----- Original Message -----
From: "Ron" <rondwaa@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, March 01, 2010 12:59 PM
Subject: [amibroker] Diversifying my trades across industries?
> Hi all,
>
> I've noticed my system sometimes places multiple trades in the same
> industry. Based on how I've coded the system it is doing the right thing
> but I'd like to diversify my trades and am trying to figure out a way not
> to act on a signal if I already own a position in the same industry.
>
> The two approaches I can think of are,
>
> 1. Use PositionScore. Let's say my current code has PositionScore = RSI()
> is there a way to extend it to only rank the highest RSI() in each
> industry?
> 2. Use the CBT. I see how to get the ticker from the signal and trade
> objects but I don't see how to get the industry from the ticker string. If
> I could get the industry within the CBT I think I could then skip signals
> who's industry I either already own or a previous signal as already been
> seen.
>
> Any help would be greatly appreciated.
>
> Ron
>
>
>
>
>
> ------------------------------------
>
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>
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>
>
>
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
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