For example, in the example system provided by AB, shown below, it didn't even pass AB's own check -- complaining lack of "Short" and "Cover"...
How do I know I should set "Short=0" and "Cover=0", which doesn't make sense, because short is sell, and cover is buy. ----------------------------- Buy = Cross( MACD(), Signal() ); Sell = Cross( Signal(), MACD() ); // trade on next bar open SetTradeDelays( 1, 1, 1, 1 ); BuyPrice = SellPrice = Close; // trade size: 25% of current portfolio equity SetPositionSize( 25, spsPercentOfEquity ); On Tue, Mar 9, 2010 at 9:22 PM, Michael <[email protected]> wrote: > 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! >> > >> >> >> > >
