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See my reply to your last post.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, Michael <comtech.usa@xxx> wrote:
>
> For example, in the example system provided by AB, shown below,
>
> it didn't even pass AB's own check -- complaining lack of "Short" and
> "Cover"...
>
> How do I know I should set "Short=0" and "Cover=0", which doesn't make
> sense, because short is sell, and cover is buy.
>
> -----------------------------
>
> Buy = Cross( MACD(), Signal() );
> Sell = Cross( Signal(), MACD() );
>
> // trade on next bar open
> SetTradeDelays( 1, 1, 1, 1 );
> BuyPrice = SellPrice = Close;
>
> // trade size: 25% of current portfolio equity
> SetPositionSize( 25, spsPercentOfEquity );
>
> On Tue, Mar 9, 2010 at 9:22 PM, Michael <comtech.usa@xxx> wrote:
>
> > Hi Mike,
> >
> > Thanks so much for your help.
> >
> > However, I am using both "long and short",
> >
> > and I think two of the 4 variables are redundant.
> >
> > In the market, you only have two actions, either buy or sell.
> >
> > Short is a form of sell, and cover is a form of buy.
> >
> > I don't understand why AB differentiate them?
> >
> > In the example code below:
> >
> >
> > > Buy = state>Ref(state,-1);
> > > Sell = state<Ref(state,-1);
> >
> > How do I know the intent of the author originally was to set "Short =0, and
> > Cover=0"?
> >
> >
> > On Tue, Mar 9, 2010 at 12:27 AM, Mike <sfclimbers@xxx> wrote:
> >
> >>
> >>
> >> Hi,
> >>
> >> You need to set the Automatic Analysis window settings to match your
> >> script for Long Only vs. Short Only vs. Both.
> >>
> >> http://www.amibroker.com/guide/h_backtest.html
> >>
> >> Alternatively, you could do it in code by setting Short and Cover to to
> >> zero. Do not assign non zero values if you don't actually want to take any
> >> short trades!
> >>
> >> Mike
> >>
> >>
> >> --- In amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>, Michael
> >> <comtech.usa@> wrote:
> >> >
> >> > I got some old code from other friends, and even for the example in the
> >> > "sample systems" from AB,
> >> >
> >> > I got the same error:
> >> >
> >> > And it's like "Missing short/cover variables..."
> >> >
> >> > The code is like this:
> >> >
> >> > Buy = state>Ref(state,-1);
> >> > Sell = state<Ref(state,-1);
> >> >
> >> > --------------
> >> >
> >> > To get around the error message, I added,
> >> >
> >> > Buy = state>Ref(state,-1);
> >> > Sell = state<Ref(state,-1);
> >> > Short = Sell;
> >> > Cover = Buy;
> >> >
> >> > Is that a right thing to do?
> >> >
> >> > Thanks a lot!
> >> >
> >>
> >>
> >>
> >
> >
>
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