Re: [amibroker] Re: Multisystem multimarket testing

Tue, 17 Oct 2006 15:49:30 -0700

You could try this, assuming you do not get more buy signals after the actual entry. If you do then you could need to use a loop for this.

Sell = iif(valuewhen(buy,buy1),sell1,sell2);

--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
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On 18/10/06, Mark H <[EMAIL PROTECTED]> wrote:
You need to assign different PositionScore ranges to different systems and then do the tricks within the Custom Portfolio Backtester loop.
 
----- Original Message -----
From: Angelo
Sent: Tuesday, October 17, 2006 12:34 PM
Subject: [amibroker] Re: Multisystem multimarket testing

--- In [email protected], "Mark H" <[EMAIL PROTECTED]> wrote:
>
> Yes. That can be done by combining the code for all systems and
using watchlists to save the groups assigned to different systems.
> However, it is very hard or impossible to get seperate reports for
individual systems. What you get is the combined system results.
>
> ----- Original Message -----
> From: Angelo
> To: [email protected]
> Sent: Monday, October 16, 2006 3:25 PM
> Subject: [amibroker] Multisystem multimarket testing
>
>
>

Thanks Mark, very interesting.

To me (but I'm a very beginner in programming) it's difficult to
understand how not to be confused about different Buy/Sell statements

Example:

Buy_1 = H > Ref( HHV( High, 55), -1 );
Sell_1 = L < Ref (LLV(Low, 20), -1);

Buy_2 = H > Ref( HHV( High, 110), -1 );
Sell_2 = L < Ref (LLV(Low, 50), -1);

Buy = Buy_1 OR Buy_2;
Sell = ?????????

Let's say I'm flat and then Buy1 is prompted; how to be sure I'm not
using Sell_2 just after Buy1?





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