[amibroker] pairs trade buy/sell signal on a minute/minute basis

["shakerlr" <ljr500@xxxxxxxxxxx>]

I am trying to write a pair/trading buy/sell signal generator and trader.  I already have the  long and short signals coded.  Here is a SIMPLIFIED (too long to post, but this example will do) version below :

Buy = Cross( MACD(), Signal() );
Sell = Cross( Signal(), MACD() );

I would like to do this REAL time. ie, starting at the 9:30am open for a list of NDX-100 stocks.

I can run the backtester/explorer to generate a list of stocks with these signals every minute for the CURRENT DAY.  And then trade them manually.  But I would like to automate it.  How can I programaticaly come up with a REAL time list (well, every minute) of buy/sell signals then enter a trade and close it.  PROGRAMATICALLY is the key.  Is the best way to do this is to compare the current symbol, with everyone in group by using a built in function to get the list of stocks in a group?  But this would mean 100x100 lookups for every minute the test is run. [and the backtest problem - see below]

This leads to another question, how can I backtest this to see if it works?  Since the buy/sell signals have to be created at the same TIME, how do I set the backtester to do this?

This must have been done before.  

I think I can code this if someone pushes me into the right direction...




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