[amibroker] AFL selling and short selling

[Udo.Harke@xxxxxxxxxxx]

Hello Adrian,
 
here is a code sample that answers 
your question in further detail:

// We want to abbreviate the simple moving average function for the sake of 
better readability:
MA45 = <FONT face="Courier New" color=#800080 
size=1>MA<FONT face="Courier New" color=#00008b 
size=1>(<FONT face="Courier New" color=#ff6820 
size=1>close, 
45<FONT 
face="Courier New" color=#00008b size=1>);<FONT face="Courier New" 
color=#ff6820 size=1>
buy = 
Cross<FONT 
face="Courier New" color=#00008b size=1>(<FONT face="Courier New" 
color=#ff6820 size=1>close<FONT face="Courier New" color=#00008b 
size=1>, MA45);
sell = 
Cross<FONT 
face="Courier New" color=#00008b size=1>(MA45, <FONT 
face="Courier New" color=#ff6820 size=1>close<FONT face="Courier New" 
color=#00008b size=1>);
// For the precursor versions no. 3.59 of AmiBroker the capabilities were 
limited to only a forward-reversal system such as this one!
// Note that you should remove the comments to activate the following two 
statements:
// short = sell;
// cover = buy;<FONT face="Courier New" color=#00008b 
size=1>
// As of AmiBroker version no. 3.59 there have been different short-cover 
conditions possible such as these ones:<FONT face="Courier New" 
color=#ff6820 size=1>
short = 
Cross<FONT 
face="Courier New" color=#00008b size=1>(<FONT face="Courier New" 
color=#800080 size=1>MA<FONT face="Courier New" color=#00008b 
size=1>(<FONT face="Courier New" color=#ff6820 
size=1>close, 
50<FONT 
face="Courier New" color=#00008b size=1>), <FONT face="Courier New" 
color=#ff6820 size=1>close<FONT face="Courier New" color=#00008b 
size=1>);
cover = 
Cross<FONT 
face="Courier New" color=#00008b size=1>(<FONT face="Courier New" 
color=#ff6820 size=1>close<FONT face="Courier New" color=#00008b 
size=1>, <FONT face="Courier New" color=#800080 
size=1>MA<FONT face="Courier New" color=#00008b 
size=1>(<FONT face="Courier New" color=#ff6820 
size=1>close, 
40<FONT 
face="Courier New" color=#00008b size=1>));
Try this code by copying it into the 
Automatic Analyzer window and then activate the button named 
Backtest.
Best regards,
 
Udo
 
<BLOCKQUOTE 
>
  -----Ursprüngliche Nachricht----- 
  <DIV 
  >Von: 
  Adrian 
  Zaremba 
  An: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Gesendet: Dienstag, den 22. April 2003 
  14:31 Uhr
  Betreff: [amibroker] AFL selling and 
  short selling
  Buy = Cross( Close, MA( Close, 45 ) );Sell = Cross( MA( 
  Close, 45 ), Close );I want to modify this code so after selling I 
  want to short sell, I tried this, but this doesnt work:Buy = 
  Cross( Close, MA( Close, 45 ) );Sell = Cross( MA( Close, 45 ), Close 
  );short = Cross( Close, MA( Close, 45 ) );cover = Cross( MA( Close, 45 
  ), Close );Send 
  BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to 
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