I tried that but some strange things are happening. Firstly I am getting only Long positions. Long and Short is picked in the AA settings menu though. I think it might have something to do with the second. Secondly, I am putting the setting on Daily in AA, but I am getting 10 trades a day, just at different times. They are being closed that same minute. My database is 1 minute, but why won't it treat it as daily info and give me one trade a day at the open? there are trades happening at 3:24 etc.
Any ideas? jim --- 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, 5:31 PM 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("Separate LongShortRank" , True); SetOption("MaxOpenP ositions" , 2); SetOption("MaxOpenL ong", 1); SetOption("MaxOpenS hort", 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.amibroke r.com/devlog/ wp- content/uploads/ 2008/06/readme51 11.html Mike --- In [EMAIL PROTECTED] ps.com, jim fenster <normanjade@ ...> 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 <sfclimbers@ ...> wrote: > From: Mike <sfclimbers@ ...> > Subject: [amibroker] Re: Referencing composite values in an Exploration > To: [EMAIL PROTECTED] ps.com > 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 > > > >
