[amibroker] Trade's [SignalPairTrade] in AmiBroker

["bistrader" <bistrader@xxxxxxxxx>]

Hi,

I would like to prepare an afl that is like SignalPairTrade in the Trade program world.  Trade is a program what uses data from FastTrack.

Here is an example to trade RCMCX or TLT using a signal.

[SignalPairTrade]
Signal          = SigRcmcx
Fund            = RCMCX
Index           = TLT
Delay           = 1
HoldMinDays     = 31 
;PenaltyDays    = 30
;Penalty        = .75
StartDate      = 12/31/2002 
;StopDate       = 03/31/03
FnuFile         = Test

Here, RCMCX is held when SigRcmcx is on a buy and TLT when SigRcmcx is on a sell.  Here, we want HoldMinDays to mean to hold RCMCX for 31 calendar days but I do not want a HoldMinDays requirement for TLT.  Here, also, the signal Delay is 1 day.

Has anyone done this or started this that is willing to share?  If not, here are my initial questions.

1. I know a kind of sloppy way to trade RCMCX when on a buy and TLT when on a sell within AB.  This method requires that I place TLT in a watchlist, but I do not want to do this.  And, I don't want to do a backtest against all tickers in the AB database as this is too slow.  Ideas on how to do this in AB with fast processing time would be appreciated.  In the case, an AB backtest would list RCMCX when signal on a buy and TLT when signal on a sell.

2. I want 31 calendar day hold period to apply to the buy only.  I was looking at AB Help.  I read about "DaysSince1900()" in AB's help, but nothing is clicking in my head on how to use this.  There also appears to be a "SetOption( holdmindays, 31 )" but I do not believe this will work for me as I want, in this case, only RCMCX to be held for 31 days.

Anyway, these are my intial questions and thanks for help.

Bert
.. 



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