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[amibroker] How do I Portfolio Backtest for one symbol, but actually purchase another?


  • Date: Thu, 25 Feb 2010 00:10:28 -0000
  • From: "graphman27" <steve@xxxxxxxxxxxxxxxxxxx>
  • Subject: [amibroker] How do I Portfolio Backtest for one symbol, but actually purchase another?

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Is there a way within the Portfolio Backtest function to generate buy and sell signals using a strategy on one symbol, but actually buy and sell a different symbol with the previous trade signals given?

Example from part of a Portfolio Backtest code.  You can see the trades being generated by "MALTX" but I actually want to buy and sell "ILF" using the MALTX signals:

//symbol-specific rules
n = Name();
if( n == "MALTX" )
{
    //strategy 1 for MALTX here
Buy = 	(MA( Close,11 ) > MA( Close,33 ));

Sell = (MA( Close,11 ) < MA( Close,33 ));

    PositionSize = -25;
}








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