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Steve,
Interestingly, my thought are along the same line. As you are aware
QLD & QID are the long and short Pro Funds ETF's (new). To trade their
mutual fund required an account of $25,000 (as I recall). Basically,
one is trading the QQQ's. I've been interstd in this for a long time
but haven't found an indicator that I'm comfortable with. I'm looking
at some old formulas that Dimitris posted several years ago on
anticipating the moves of the N100. Any ideas will be most welcome.
Dick H
--- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxx> wrote:
>
> 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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