[amibroker] Pairs Trading Code

["KBGlenn" <kbglenn@xxxxxxxxx>]

Would anyone happen to have written any pairs trading code they would
be willing to share.  I'm looking for something where you can backtest:

1. By selecting/identify two symbols
2. Go long on one and short the other based on a simple ratio of the two
 Ex: IWM/SPY = Ratio
3. Adjust shares or contracts to be market neutral
 Ex: Buy or sell 2 shares of IWM for every 3 of SPY
4. Switch the trade (ie. reverse the position) when the ratio goes
above or below a moving average of the ratio.
5. Plotting of the above to see the buy/sell arrows.

Thanks





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