I'm attempting to itest a pairs trading system, and for the most part, it's working - with one exception.
In my strategy .AFL, I specify the Pairs using: data1 = ParamStr( "symbol 1", "SNDK" ); data2 = ParamStr( "symbol 2", "QCOM" ); It works fine when the symbol pair are letters-only, like SNDK and QCOM. I'm having trouble, however, when trying to test a pair involving the QuotesPlus symbol !VIX. I assume that the problem stems from command lines such as "if (Name()==data1)"... which would be interpreted, in the case of VIX, as : "if (Name()==!VIX)"... Or "If Name does not equal VIX", because in AFL, "!" is interpreted as "NOT". Is this the problem, and if so, is there a workaround? thanks, rob
