--- In [email protected], "matrix10014" <[EMAIL PROTECTED]> wrote:
BuySystem1 = .......;
SellSystem1 = ......;
ShortSystem2 = .......
CoverSsytem2 = .......;
Buy = if(name() != "S&PSymbol") BuySystem1;
Sell =if(name() != "S&PSymbol") SellSystem1;
Short = if(name() == "S&PSymbol") ShortSystem2;
Cover = if(name() == "S&PSymbol") CoverSystem2;
maybe this way.
Regards
Robert
>
> Hi all,
> Is there anyway to combine sytems where one system trades equities
> from the long side while the other system soley trades the S&P from
> the short side. I would like to be able to run a backtest on the
> aggregate and see the various statistics of the combined systems
>
> Thank you
>
> Allan
>
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
[EMAIL PROTECTED]
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
