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Re: [amibroker] Re: Help! I keep getting the following error message...


  • Date: Tue, 9 Mar 2010 21:24:46 -0500
  • From: Michael <comtech.usa@xxxxxxxxx>
  • Subject: Re: [amibroker] Re: Help! I keep getting the following error message...

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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.usa@xxxxxxxxx> 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 <sfclimbers@xxxxxxxxx> 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 amibroker@xxxxxxxxxxxxxxx, Michael <comtech.usa@xxx> 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!
>





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