SetTradeDelays( 1, 0, 0, 0 ); 

buy = your signal

sell = ref(buy, -1);

buyprice = open;

sellprice = open;


  _____  

From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf
Of Joseph Peha
Sent: Wednesday, 14 November 2007 6:25 AM
To: [email protected]
Subject: [amibroker] How to Buy Tomorrow and Sell the Next Day Using Your
Whole Portfolio



So I've got this great EOD system that pulls in handsome results. 
However, I really want to measure exactly how effective it is. 
There's only one snafu. I can't get the backtester to buy and sell on
different days. Basically, I want to:

1) Get the buy signal at the end of Day 1
2) Buy the stock on the opening of Day 2
3) Sell the stock on the opening of Day 3

And I can do this when I invest my whole portfolio in one stock using
this code:

E = Equity(0);
Buy <= SellPrice*Ref(E,-1) AND E > 0;

And I've tried everything I can think of relating to Buy, Sell, and
Ref commands, but those only seems to work when you don't want the
backtester to buy and sell the SAME stock on the same day. It doesn't
work across your whole portfolio.

So does anyone know how to buy tomorrow and sell the next day across
your entire portfolio?



 

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