This is basically what I did. You have to place tickers in a watchlist and point filter to watchlist or point filter to all symbols which makes processing slow. Correct?
--- In [email protected], "Mike" <mmike8...@...> wrote: > > > > Maybe this script can help you . It trades an pair of ETFs or stocks > depending on signals created from a spread curve. Sure you can modify > LongCond and ShortCond the way you want to create the signal. > > Regards > mmike > > > Ticker1 = "ETFa"; > Ticker2 = "ETFb"; > > spread = Foreign( Ticker1, "C") / Foreign( Ticker2, "C"); > Plot( spread, "spread", colorRed, styleOwnScale); > > LongCond=Cross(spread, EMA(spread, 10) ); > ShortCond=Cross( EMA(spread, 10), spread ); > > if (Name()== Ticker1) > { > Buy=LongCond; > Sell=ShortCond; > Short=Sell; Cover=Buy; > > } > else if (Name()==Ticker2) > { > Buy=ShortCond; > Sell=LongCond; > Short=Sell; Cover=Buy; > > } > > PositionSize = -25; > > > --- In [email protected], "bistrader" <bistrader@> wrote: > > > > Would like to trade one ETFa when signal on a Buy and ETFb when same signal > > on a Sell. Is there a productive way to do this? > > > > I know a sloppy way of doing this but it takes too much maintenance and > > time. It is: > > > > 1. Place ETFb in a watchlist and point to this watchlist via AA Filter. > > 2. Add following to afl. > > if (Name() == "ETFb") > > { > > tmp = Buy; > > Buy = Sell; > > Sell = tmp; > > } > > > > As you can see, not really straight forward or productive. Comments and/or > > other ways? > > > > ... > > >
