[amibroker] Re: Pairs trading. how back test it

["blackblame" <blackblame@xxxxxx>]

add these lines of code but solb.br still don't appear at he back test


SetForeign("SOLB.BR"); 
yield2=100*log(Ref(O,-1)/Ref(C,-1));
RestorePriceArrays(); 
yield1=100*log(Ref(O,-1)/Ref(C,-1));


std1=StDev( yield1, 4 );
std2=StDev( yield2, 4 );


input1=IIf(yield1<std1*3,yield1/(3*std1),0);
input2=IIf(yield2<std2*3,yield2/(3*std2),0);
k=0.1;
Compra= input1<0 AND input2>0 AND abs(input1-input2 )>k;
Vendi=  input1>0 AND input2<0 AND abs(input1-input2 )>k;


Ticker1 = "RHA.PA";
Ticker2 = "SOLB.BR";


if (Name()== Ticker1)
{
Buy=Compra;
Sell=C;
Short=Vendi;
Cover=C;

}
else if (Name()==Ticker2)
{
Buy=Vendi;
Sell=C;
Short=Compra;
Cover=C;

}

SetPositionSize(10000,spsValue);


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