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[amibroker] Re: Single Signal for Two Symbols



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What you are requesting is very similar to how pairs trading is handled.

Put Symbol-1 and Symbol-2 in a watchlist, then run your AFL over that watchlist.

In your AFL, use either of Foreign or SetForeign/RestorePriceArrays to calculate your "significant move" of the index. Then simply do a Name() compare when deciding whether or not to buy each of Symbol-1 and Symbol-2.

Many examples of the technique in practice can be found in the forum, including one by Tomasz here:

http://finance.groups.yahoo.com/group/amibroker/message/134492

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "spi_maker" <jarea@xxx> wrote:
>
> I have been experimenting with AB for the past several weeks and it is a very impressive system.  There is one thing I would like to try and do and I am not sure whether I can get there with Amibroker.
> 
> My trading calculation watches the performance of a specific index and if it moves in one direction at a certain level of significance, I want to execute a buy of Symbol-1, but when I register a significant move in the other direction, I want to execute a buy of Symbol-2.
> 
> Any pointers on how to accomplish this with Amibroker would be greatly appreciated.
>




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