Mike - thanks for your suggestions. I'll play around with them.
--- In [email protected], "Mike" <sfclimb...@...> wrote: > > 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" <jarea@> 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. > > >
