Re: [amibroker] Pairs trading?

[cstrader232]

Just buy from the open pane symbol and sell from the other symbol using foreign() or setforeign().  I'd be interested in learning more about your trading system.   chuck       ----- Original Message ----- From: soundscribe_studios To: amibroker@yahoogroups.com Sent: Friday, May 12, 2006 11:08 PM Subject: [amibroker] Pairs trading? Could someone give me some pointers on how to go about using AB to back test pairs trades? I'd want to define a "pair" as something highly correalated (say APA/APC, or INTC/QQQQ) and short one and buy the other based on some criteria. I could create a synthetic ticker using the addToComposite function, but would rather not as that approach is not as seamless and requires creating the synthectic ticker data and then running the backtest. Doing this in real-time with intraday data is the ultimate goal. 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.