First and foremost, read the user guide:
http://www.amibroker.com/guide/

Specifically, familiarize yourself with every AFL function:
http://www.amibroker.com/guide/afl/afl_index.php?m=2

At which point your questions would be immediately answered without need for a 
"competent" group ;)

1. Foreign or SetForeign/RestorePriceArrays
http://www.amibroker.com/guide/afl/afl_view.php?id=54
http://www.amibroker.com/guide/afl/afl_view.php?id=247

2. SetPositionSize
http://www.amibroker.com/guide/afl/afl_view.php?name=setpositionsize

e.g.

SetForeign("$SPX");
SPXMA200 = MA(Close, 200);
Flag = Close > SPXMA200;
RestorePriceArrays();

// 5% size when above MA, 1 % otherwise
SetPositionSize(IIF(Flag, 5, 1), spsPercentOfEquity);

3. Sum
http://www.amibroker.com/guide/afl/afl_view.php?name=sum

e.g.
Buy = Sum(Close > MA(Close, 65), 3) == 3;

Mike

--- In [email protected], "jchi18" <inbox....@...> wrote:
>
> Now that I've found a competent group that seems willing to help, I would 
> like to pose some questions:
> 
> 1.  What is the best way to reference an index (i.e., S&P 500) and depending 
> on the condition of that index the formula would indicate a buy signal for 
> stock A or a sell signal for stock B?  I am trying to create a simple formula 
> that trades two ETFs (MDY for longs and MYY for shorts).
> 
> 2.  Is there a way to change your position size depending on variables?  For 
> instance, I would like to increase the size of my buys and decrease the size 
> of my shorts in the case where the overall market (i.e., S&P500 close > its 
> 200 MA) is in an uptrend.  And vice versa.
> 
> 3.  I have been reading some books and I wanted to emulate a formula that I 
> read about.  It's very simple but I can't figure out how to do it simply.  If 
> there are three consecutive closes above the 65 SMA, then buy.  If there are 
> three consecutive closes below the 65 SMA then sell.  Any thoughts on how to 
> do it?
> 
> Thanks again for everyone who helped me before.  I'm going to guess that 
> you'll be hearing a lot from me.
>


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