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[amibroker] Re: Pairs Trading Backtesting - Help!



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Hope I understood you correctly, but this may work:

LongCond=...
ShortCond=...

if (Name()==...)
{
Buy=LongCond;
Sell=ShortCond;
}
else if (Name()==...)
{
Buy=ShortCond;
Sell=LongCond;
}
Short=Sell; Cover=Buy;

Positionsize = 50; . . . . etc.

Adjust it to your requirements.

PS

--- In amibroker@xxxxxxxxxxxxxxx, Kevin Glenn <kbglenn@xxx> wrote:
>
> Figuring out the spread is not my problem...backtesting two 
securities simultaneously is. For example, I'd like the backtest 
results to combine the results of being short in one security, long 
the other and then what the gain/loss was for each when you reverse 
the pair.
> 
>  
>  
> ---------------------------------
> Need Mail bonding?
> Go to the Yahoo! Mail Q&A for great tips from Yahoo! Answers users.
>



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