I would like, at the same time, to buy a quantity of one ticker and short a different quantity of another ticker.
To just buy one ticker I can use: PointValue= 50; MarginDeposit= 1000; PositionSize = MarginDeposit= 1000; When I try to trade both at a ratio of 1:2 I try: IIf( Name()==Ticker1, PointValue= 50 AND MarginDeposit= 1000 AND PositionSize= 1000, IIf( Name()==Ticker2, PointValue= 50 AND MarginDeposit= 500 AND PositionSize= 1000, Null)); Tho this code is accepted by the backtester, in the backtest, all 'Positon value's are shown as a1000, number of 'Contracts' is shown as 1000 and P/L seems calculated at $1 per point rather than $50 per point. Is there a code I could use to get the correct results ? directaim
