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Hi folks,
I'm struggeling with one idea which I would like to implement in AFL,
but I have no clue if it is possible.
The basic concept is to generate a buy/sell signal on two symbols at
the same time, based on the trigger from the actual (1st) symbol which
is evaluated by AA backtester (e.g. when processing a watchlist).
Stepwise Example:
--- cut ---
buy = <my formula to create the buy signal for the current symbol>
sell = <my formula to create the sell signal for the current symbol>
positionsize = <my formula to calculate possize of the current symbol>
// now my problem (algorithm description)
if(buy == true)
{
sell_2nd_symbol = true;
positionsize_2nd_symbol = positionsize;
}
if(sell == true)
{
buy_2nd_symbol = true;
positionsize_2ns_symbol = positionsize;
}
--- cut ---
So I have to transfer both buy/sell signal and positionsize for each
trade of the 1st (actual) symbol to a 2nd symbol to create the
appropriate signals also here, and the trade for both symbols should
be done on the same DAY (no bar number, which might be different if
the size of my array for 1st symbol is different from 2nd symbol).
I could not find any way to do it with the custom backtester, now I'm
not sure if I missed the right way or if I ran into a limitation of AB.
Does anybody have a hint how to solve above problem?
Thanks in advance and best regards,
Markus
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