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PureBytes Links
Trading Reference Links
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There is a way to get P/L of each position, see:
http://www.amibroker.com/guide/a_custombacktest.html
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "potatosoupz" <potatosoupz@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, November 22, 2009 12:01 AM
Subject: [amibroker] Re: Does AmiBroker have any support for pairs trading?
> The problem though is that there's no way to see what the unrealized P/L is for both positions from one symbol to the other in the
> pair, is there?
>
> Like if I open up a position in two symbols, in subsequent bars, I want to see from within each symbol, what the net P/L is
> (unrealized) for the current pair that is open.
>
> How can this be done?
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>>
>> There are many many posts in this forum with sample code for pairs. I'd suggest that you use the search facilities, but they're
>> not working again. Sigh.
>>
>> Here's a link found in an archive:
>>
>> http://www.mail-archive.com/amibroker@xxxxxxxxxxxxxxx/msg35169.html
>>
>> Mike
>>
>> --- In amibroker@xxxxxxxxxxxxxxx, "potatosoupz" <potatosoupz@> wrote:
>> >
>> > Couldn't find anything in the docs.
>> >
>>
>
>
>
>
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