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The following can be used for both scenarios (i.e. don't need Optimize statement). Just run on the complete watchlist. First symbol of each pair will cause data2 to be set and logic executed. When processing second symbol of each pair, data2 will be set to empty string and logic will not be executed.
data1 = Name();
switch (data1) {
case "SNDK": data2 = "QCOM"; break;
case "ORCL": data2 = "IBM"; break;
case "MSFT": data2 = "AAPL"; break;
default: data2 = ""; break;
}
Filter = StrLen(data2);
AddColumn(Close, "Price");
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "chapman49682" <chapman49682@xxx> wrote:
>
> 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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