|
PureBytes Links
Trading Reference Links
|
<FONT face=Arial color=#0000ff
size=2>Yuki,
<FONT face=Arial color=#0000ff
size=2>
It
sounds like a simple application of AddToComposite, but I'm sure you would have
thought of that already. You could actually build one composite with
the raw price difference in (say) the open field and percentage difference in
(say) the close field. Yell out if you need more
help.
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: Yuki Taga
[mailto:yukitaga@xxxxxxxxxxxxx]Sent: Monday, February 09, 2004 8:02
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
setting up for pair tradingI'm getting interested in
adding a couple of pairs to the one pairthat I have been trading for
years. The current pair has twoartificial "stocks" in the MS
database, which I update by hand eachday. One artificial stock
simply plots the daily raw pricedifference of A versus B, and the other
one plots the percentagedifference.It's not too much trouble to
update this one pair by hand each day,but if I'm going to add more pairs,
I'd like to know if anyone hasany ideas on how this could be done
automatically, via AFL, or evenif that is possible. Particularly,
I'd like to setup proxies as Ihave, and actually be able to look at charts
with standard deviationlines on them. Is it possible for AB to fill
in the "prices" of anartificial stock each day, using real prices that I
would enter forthe underlying
pair?YukiSend BUG REPORTS to
bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Sponsor
ADVERTISEMENT
Yahoo! Groups Links
To visit your group on the web, go to:http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|