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Hi All,
I am interested in doing something a little different - testing opposite pairs, for example QLD/QID or the 2x funds. I am currently simulating this by going long/short on QLD but would like to use both if possible. Before I try to reinvent the wheel, just wondering if anyone might be doing this already. Thanks very much!
Steve
----- Original Message -----
From: Kevin Glenn
To: amibroker@xxxxxxxxxxxxxxx
Sent: Monday, January 15, 2007 10:45 AM
Subject: Re: [amibroker] Pairs Trading Backtesting - Help!
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.
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