[amibroker] Re: PairTrading on Amibroker

2010-01-15 Thread bs2167
Does anyone have ideas on how to make this scaleable to a large number of pairs (hundreds)? Setting up a few hundred watchlists and hardcoding symbols and hedge ratios doesn't seem practical. Would it be possible to have AB read a file that includes a list with the two symbols and hedge ratio

[amibroker] Re: Telechart vs Norgate

2009-12-28 Thread bs2167
Hi- Question for those of you who use Norgate: how do you contend with the fact that prices are not adjusted for ordinary cash dividends? I've seen a few data providers who do it this way...but I can't understand why...am I missing something? All their reviews seem to be very positive,

[amibroker] Working with per-trade metrics as an arrray in CBI

2009-11-12 Thread bs2167
Hi- I am trying to use the CBI to provide rolling trade statistics, which I can then use as part of my entry criteria. For example, I'd like to make sure that the STDEV of my last 10 trades avg profit is below some threshold before acting on the next standard entry signal. To do this, I need

[amibroker] Re: Calculation of System Quality Number (SQN)

2009-11-12 Thread bs2167
Jeff- will this work for looking back over only x number of trades at each new trade, or will it tally the sqn for all previous closed trades each time? Thanks --- In amibroker@yahoogroups.com, Mike sfclimb...@... wrote: SetForeign has no impact on user defined arrays (e.g. MyRisk). It only