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Can't you just create the difference of the long/short pair by reading one
of them using the foreign() function?
for instance:
spread = (Close -Foreign("QQQQ", "Close"));
----- Original Message -----
From: "KBGlenn" <kbglenn@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, January 10, 2007 7:13 PM
Subject: [amibroker] Pairs Trading Backtesting - Help!
> Does anyone know how to backtest a long-short pair? I built my own
> indicators and code for the buys and sells but I don't know how to
> backtest two stocks simultaneously...I don't think Amibroker can do
> this, but is there a way around it?
>
> Tks!
>
>
>
>
> Please note that this group is for discussion between users only.
>
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