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[amibroker] Re: Multiple Symbol Filter criteria for Long/Short Backtest


  • Date: Tue, 23 Feb 2010 23:09:05 -0000
  • From: "Mike" <sfclimbers@xxxxxxxxx>
  • Subject: [amibroker] Re: Multiple Symbol Filter criteria for Long/Short Backtest

PureBytes Links

Trading Reference Links

Use the Filter button in the AA window to exclude indexes, else just include code to exclude them. To limit the shorts to a watchlist, without affecting the longs, use InWatchListName:

LongSignal = ...;
Buy = LongSignal AND NOT IsIndex();

ShortSignal = ...;
Short = ShortSignal AND NOT IsIndex() AND InWatchListName("MyETFs");

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "readshark" <readshark@xxx> wrote:
>
> I have a Long/Short backtest and I would like to Exclude Indexes for both Long and Short trades and only Include ETF's (a watchlist) for Short trades.
> 
> Thank you in advance.
>




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