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


  • Date: Tue, 23 Feb 2010 23:35:30 -0000
  • From: "readshark" <readshark@xxxxxxxxx>
  • Subject: [amibroker] Re: Multiple Symbol Filter criteria for Long/Short Backtest

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Mike,

Thank you for the code, and thank you for the code last week on limiting buys to once a week/month.  I was out of pocket this weekend, and just got a chance to try that out today.

Cheers.

--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> 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@> 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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