[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] !VIX, QuotesPlus and Pairs Trading



PureBytes Links

Trading Reference Links

I'm attempting to itest a pairs trading system, and for the most part, it's working - with one exception.

In my strategy .AFL, I specify the Pairs using:

data1 = ParamStr( "symbol 1", "SNDK" );
data2 = ParamStr( "symbol 2", "QCOM" );

It works fine when the symbol pair are letters-only, like SNDK and QCOM.

I'm having trouble, however, when trying to test a pair involving the QuotesPlus symbol !VIX.

I assume that the problem stems from command lines such as "if (Name()==data1)"... which would be interpreted, in the case of VIX, as :

"if (Name()==!VIX)"... Or "If Name does not equal VIX", because in AFL, "!" is interpreted as "NOT".

Is this the problem, and if so, is there a workaround?

thanks,

rob



------------------------------------

**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to 
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/