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[amibroker] Pair Trading System


  • Date: Tue, 05 Jan 2010 14:16:44 -0000
  • From: "battam866" <battam866@xxxxxxxxx>
  • Subject: [amibroker] Pair Trading System

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Hello Fellow Amibroker Users,

Can someone help me formulate a sell and cover formula for a pair trading system? 

The idea is to enter and exit a pair of positions like ES and NQ simultaneously. The problem I'm having is formulating the sell and cover formula. I want to exit both positions base on a dollar amount profit from both positions but don't know how to formulate. Below is the example. Any help is appreciated and if needed I could pay or make donations for your service.

Thank you!!!

 
Buy = My super secret formula
Sell = Current symbol profit + pair symbol profit >= Dollar Amount
Short = My super secret formula
Cover = Current symbol profit + pair symbol profit >= Dollar Amount



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