Re: [amibroker] BUY and SHORT at the same Bar?

[dirk schreiber]

thanks for your suggestion, graham. i got it working now.   dirk ----- Original Message ----- From: Graham To: amibroker@yahoogroups.com Sent: Tuesday, March 07, 2006 11:35 PM Subject: [Norton AntiSpam] Re: [amibroker] BUY and SHORT at the same Bar? backtest on your actual symbols and use the composite as a foreign symbol providing the signals. You will probably have to include the symbol names as part of the trade conditions   -- Cheers Graham AB-Write >< Professional AFL Writing Service Yes, I write AFL code to your requirements http://e-wire.net.au/~eb_kavan/ab_write.htm   On 3/7/06, dirk schreiber <[EMAIL PROTECTED]> wrote: hello group,   i am trying to run a pair trading strategy through AB's backtester and have run into some problems:   - how do i tell the backtester to buy one ticker and sell another ticker at the same bar?   here is what i thought would be a good idea: i use AddToComposite() to build an artificial pair ticker. C is assigned with the pair ratio, H and L hold the values of the close of ticker1 and ticker2 respectively. now if ratio does <formula> Buy ticker1 and Sell ticker2, this obviously does not work as you cannot go long and short at the same time. or is there a workaround? referencing Foreign() or playing around with Buyprice() did not work either, the backtester only takes the long signals.   i would be grateful for some ideas,   dirk Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html SPONSORED LINKS Investment management software Real estate investment software Investment property software Software support Real estate investment analysis software Investment software YAHOO! GROUPS LINKS  Visit your group "amibroker" on the web.    To unsubscribe from this group, send an email to:  [EMAIL PROTECTED]    Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service. Yahoo! Mail Bring photos to life! New PhotoMail makes sharing a breeze. Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html SPONSORED LINKS Investment management software Real estate investment software Investment property software Software support Real estate investment analysis software Investment software YAHOO! GROUPS LINKS  Visit your group "amibroker" on the web.    To unsubscribe from this group, send an email to:  [EMAIL PROTECTED]    Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service. Yahoo! Mail Bring photos to life! New PhotoMail makes sharing a breeze.