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Hi!
I have two tickers (A and B) on which I want to make an intraday backtest on 5-minute data.
I have a custom indicator named x.
At a given time the custom indicator's value for ticker A is 50 'x(A)=50' and for ticker B is 61 'x(B)=61'.
I needed an array in which I could store the values of MAX(x(A),x(B)) for each intraday time-segment as I want to use the elements of this array as a condition for a buy signal to become valid.
I get buy signals through another logic and if I get a buy signal for ticker A I want to buy only if ticker A has the greater x. So if I get
a buy signal on A but x(A) is smaller than x(B) then I would completely ignore the buy signal on ticker A.
How may I do that? The difficulty I face is that I am not aware of the techniques referencing values of custom indicators for other tickers in Amibroker. As I only want to take the buy signal of A as valid if
x(A) is the greatest between the tickers this may not be solved with
PositionScore function either.
Is it possible to do that at high-level?
Thanks for your help in advance.
Leslie
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