[amibroker] Re: Are multiple trades per signal possible via the CBT?

["trustdnb" <trustdnb@xxxxxxxxx>]

Basically all it means I want to short something that provides an
appropriate hedge to the market risk of my longs.  For the system I am
working on know it probably means shorting an equal dollar amount of
"QQQQ".  

Is there a User Guide to the Custom Backtester?  Or can you point me
to some code that is remotely similar?

--- In amibroker@xxxxxxxxxxxxxxx, "gp_sydney" <gp.investment@xxx> wrote:
>
> 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@> 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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