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Hello:
Can you please offer some code to help me BACKTEST the following
EOD situation:
if index A is up and index B is also up
OR
if index A is down and index B is also down
then
message = "matching indexes"
else
message = "non-match"
I'd like to run this code as a backtest on two indexes and count the
number of times in the past the indexes moved in sympathy with one
another.
Thank you!
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