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--- In amibroker@xxxxxxxxxxxxxxx, "matrix10014" <allansn@xxx> wrote:
BuySystem1 = .......;
SellSystem1 = ......;
ShortSystem2 = .......
CoverSsytem2 = .......;
Buy = if(name() != "S&PSymbol") BuySystem1;
Sell =if(name() != "S&PSymbol") SellSystem1;
Short = if(name() == "S&PSymbol") ShortSystem2;
Cover = if(name() == "S&PSymbol") CoverSystem2;
maybe this way.
Regards
Robert
>
> Hi all,
> Is there anyway to combine sytems where one system trades equities
> from the long side while the other system soley trades the S&P from
> the short side. I would like to be able to run a backtest on the
> aggregate and see the various statistics of the combined systems
>
> Thank you
>
> Allan
>
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