See my reply to your last post. Mike
--- In [email protected], Michael <comtech....@...> wrote: > > 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 <comtech....@...> 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 <sfclimb...@...> 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.usa@> 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! > >> > > >> > >> > >> > > > > >
