Hello Fellow Amibroker Users, Can someone help me formulate a sell and cover formula for a pair trading system?
The idea is to enter and exit a pair of positions like ES and NQ simultaneously. The problem I'm having is formulating the sell and cover formula. I want to exit both positions base on a dollar amount profit from both positions but don't know how to formulate. Below is the example. Any help is appreciated and if needed I could pay or make donations for your service. Thank you!!! Buy = My super secret formula Sell = Current symbol profit + pair symbol profit >= Dollar Amount Short = My super secret formula Cover = Current symbol profit + pair symbol profit >= Dollar Amount
