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[amibroker] PAIRS problems


  • Date: Mon, 30 Nov 2009 16:09:47 -0000
  • From: "chapman49682" <chapman49682@xxxxxxxxx>
  • Subject: [amibroker] PAIRS problems

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hi folks,

I need help.

I've been experimenting with trading pairs lately, and have been able test pairs trading systems on 20 pairs using "Optimize" on a variable I call PairNum, specifying each pair thusly:

if ( PairNum == 1 )  
{
    data1 = "SNDK" ; 
    data2 = "QCOM" ; 
}

(etc.)

This works well for backtesting, giving me a good idea how each pair performs with the system through time.  The Optimize command cycles through each of the 20 pairs I follow, and gives me 20 lines of backtest results.

The problem I'm having is coming up with a way to "Explore" for buy/sell/short/cover signals for all 20 pairs on a day-to-day basis.

It's easy to "Explore" for signals for one pair, but I really don't want to "Explore" 20 times, specifying a different pair though the method above, but using "Param" in place of "Optimize".

Is there a way to cycle through these symbol pairs for daily signals?  I want to be able to generate a daily list of signals for each of the 20 pairs.

I spent a good part of the weekend trying to find a way to do it ("WHILE" statements, "FOR" statements, lists, etc. but I was unsuccessful.

It's likely that either I'm missing something obvious, or that it's beyond my current level of programming skill.  Any ideas?

thanks...



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