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PureBytes Links
Trading Reference Links
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Thanks for the link, I'll read through it and see if I can figure it out.
Much appreciated!
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Hi,
>
> I suspect that you will have to write custom backtester code to iterate through the open positions at each bar, do the math, and open/scale the hedge position as necessary.
>
> Read the document "AmiBroker Custom Backtester Interface.pdf" posted by gp_sydney in the Files section of this group.
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "doubletopper" <doubletopper@> wrote:
> >
> >
> >
> > Hello,
> >
> > What I'm trying to do is I think relatively easy, but I'm still quite new to AB and I've searched but can't find a way to figure this out.
> >
> > I want the program to compile the total net long or short, and put on a reverse trade of something else (let's say SPY for ease) - so it runs the program, 500 shares long, 100 short = go short 400 SPY
> >
> > I would also like it to be able to put on new trades and re-adjust the hedge. So on day 2, the program goes 'net' short 500, now we buy the 400 from yesterday and 500 more for today.
> >
> > Any ideas will be greatly appreciated!
> >
> > Thanks
> >
>
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