What you are requesting is very similar to how pairs trading is handled. Put Symbol-1 and Symbol-2 in a watchlist, then run your AFL over that watchlist.
In your AFL, use either of Foreign or SetForeign/RestorePriceArrays to calculate your "significant move" of the index. Then simply do a Name() compare when deciding whether or not to buy each of Symbol-1 and Symbol-2. Many examples of the technique in practice can be found in the forum, including one by Tomasz here: http://finance.groups.yahoo.com/group/amibroker/message/134492 Mike --- In [email protected], "spi_maker" <ja...@...> wrote: > > I have been experimenting with AB for the past several weeks and it is a very > impressive system. There is one thing I would like to try and do and I am > not sure whether I can get there with Amibroker. > > My trading calculation watches the performance of a specific index and if it > moves in one direction at a certain level of significance, I want to execute > a buy of Symbol-1, but when I register a significant move in the other > direction, I want to execute a buy of Symbol-2. > > Any pointers on how to accomplish this with Amibroker would be greatly > appreciated. >
