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Yes, I think you should be able to do this with the low-level
interface, although I'm not sure exactly what you mean by "short the
market".
Regards,
GP
--- In amibroker@xxxxxxxxxxxxxxx, "trustdnb" <trustdnb@xxx> wrote:
>
> Is it possible to generate multiple trades per signal using the custom
> backtester? I am working on a long only system that is sensitive to
> the direction the broad market and want to see how the system performs
> while hedging market risk.
>
> Logically, what I want to happen is that when the system receives a
> buy signal it simultaneously (1) enters a long trade on the stock and
> (2) shorts an equal dollar amount the market. Upon exiting the long
> trade (via sell signal or via stop loss), the system will
> simultaneously cover the market short.
>
> The "normal" mode wont allow you to generate trades on two different
> systems at the same time, but can this be done via the CBT? If this
> sort of thing can be done, it could also be useful for pair trading
> strategies. Is there any example code around that might be helpful?
>
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