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John,
Var:MP(0);
MP=Marketposition(0);
If your position now is long then MP will give a result of 1, if short
-1 if flat 0.
If MP=0 then begin
if X=Y then buy 1,000 contracts;
End;
If MP=1 and I'm long in a down market then jump off roof;
Best regards,
Jimmy Snowden
mailto:jhsnowden@xxxxxxx
Friday, September 12, 2003, 8:34:20 AM, you wrote:
JH> Hi all
JH> I have two independent signals: one only goes short, the other only goes
JH> long. Each has its own set of rules, stop losses, breakeven stops etc. I
JH> have tested and optimised each of them independently and each produced good
JH> results. I now wish to combine them in a single system reasoning that the
JH> long signal is not likely to be going long when the short is going short and
JH> vice versa. However when I combine them the combined system does worse than
JH> each of the other systems. I suspect that the problem may be that if you
JH> issue a long signal and the system is short it implies getting out of the
JH> short. Has anybody encountered a similar problem and is there a way to
JH> combine a system and still allow it to operate as though it were two
JH> independent systems?
JH> thanks
JH> John Holton
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