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Mike - thanks for your suggestions. I'll play around with them.
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> 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@> 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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