Hi Mike, Thanks so much for your help.
However, I am using both "long and short", and I think two of the 4 variables are redundant. In the market, you only have two actions, either buy or sell. Short is a form of sell, and cover is a form of buy. I don't understand why AB differentiate them? In the example code below: > Buy = state>Ref(state,-1); > Sell = state<Ref(state,-1); How do I know the intent of the author originally was to set "Short =0, and Cover=0"? On Tue, Mar 9, 2010 at 12:27 AM, Mike <[email protected]> wrote: > > > Hi, > > You need to set the Automatic Analysis window settings to match your script > for Long Only vs. Short Only vs. Both. > > http://www.amibroker.com/guide/h_backtest.html > > Alternatively, you could do it in code by setting Short and Cover to to > zero. Do not assign non zero values if you don't actually want to take any > short trades! > > Mike > > > --- In [email protected] <amibroker%40yahoogroups.com>, Michael > <comtech....@...> wrote: > > > > I got some old code from other friends, and even for the example in the > > "sample systems" from AB, > > > > I got the same error: > > > > And it's like "Missing short/cover variables..." > > > > The code is like this: > > > > Buy = state>Ref(state,-1); > > Sell = state<Ref(state,-1); > > > > -------------- > > > > To get around the error message, I added, > > > > Buy = state>Ref(state,-1); > > Sell = state<Ref(state,-1); > > Short = Sell; > > Cover = Buy; > > > > Is that a right thing to do? > > > > Thanks a lot! > > > > >
