Presumably the same solution, just more specialized in your option
settings. *I have not tested this*, but experiment with the following:
SetTradeDelays( 1, 0, 1, 0);
SetOption("SeparateLongShortRank", True);
SetOption("MaxOpenPositions", 2);
SetOption("MaxOpenLong", 1);
SetOption("MaxOpenShort", 1);
PositionScore = ...;
Buy = True;
BuyPrice = Open;
Sell = True;
SellPrice = Close;
Short = True;
ShortPrice = Open;
Cover = True;
CoverPrice = Close;
Refer to the following release note for detail:
http://www.amibroker.com/devlog/wp-
content/uploads/2008/06/readme5111.html
Mike
--- In [email protected], jim fenster <[EMAIL PROTECTED]> wrote:
>
> OK and what if I wanted to go long the strongest in the group and
short the weakest?
>
> --- On Fri, 10/31/08, Mike <[EMAIL PROTECTED]> wrote:
> From: Mike <[EMAIL PROTECTED]>
> Subject: [amibroker] Re: Referencing composite values in an
Exploration
> To: [email protected]
> Date: Friday, October 31, 2008, 3:34 AM
>
>
>
>
>
>
>
>
>
>
>
> Try something like this:
>
>
>
> 1. Set trade delays to 1 (for open) and 0 (for close)
>
> 2. Set Max Open Positions to 1.
>
> 3. Set PositionScore to "strongest" (whatever that means to you)
>
>
>
> e.g.
>
>
>
> SetTradeDelays( 1, 0, 0, 0);
>
> SetOption("MaxOpenP ositions" , 1);
>
> PositionScore = RSI();
>
>
>
> Buy = True;
>
> BuyPrice = Open;
>
>
>
> Sell = True;
>
> SellPrice = Close;
>
>
>
> Mike
>
>
>
> --- In [EMAIL PROTECTED] ps.com, jim fenster <normanjade@ ...>
wrote:
>
> >
>
> > is it possible to code a simple strategy where you could say, buy
>
> the strongest stock out of a portfolio of 30 stocks every day. So
out
>
> of the 30 stocks, buy the strongest one at tomorrows open and sell
at
>
> the close. Then just repeating that everyday.
>
> >
>
> >
>
> > Thanks,
>
> >
>
> > Jim
>
> >
>
