[amibroker] Re: HOW TO TRADE PAIRS IN AMIBROKER

["Mike" <mmike8090@xxxxxxxx>]

Maybe this script can help you . It trades an pair of ETFs or stocks depending on signals created from a spread curve. Sure you can modify LongCond and ShortCond the way you want to create the signal.

Regards
mmike


Ticker1 = "ETFa";
Ticker2 = "ETFb";

spread = Foreign( Ticker1, "C") / Foreign( Ticker2, "C");
Plot( spread, "spread", colorRed, styleOwnScale);

LongCond=Cross(spread, EMA(spread, 10) );
ShortCond=Cross( EMA(spread, 10), spread );

if (Name()== Ticker1)
{
Buy=LongCond;
Sell=ShortCond;
Short=Sell; Cover=Buy;

}
else if (Name()==Ticker2)
{
Buy=ShortCond;
Sell=LongCond;
Short=Sell; Cover=Buy;

}

PositionSize = -25;


--- In amibroker@xxxxxxxxxxxxxxx, "bistrader" <bistrader@xxx> wrote:
>
> Would like to trade one ETFa when signal on a Buy and ETFb when same signal on a Sell.  Is there a productive way to do this?
> 
> I know a sloppy way of doing this but it takes too much maintenance and time.  It is:
> 
> 1. Place ETFb in a watchlist and point to this watchlist via AA Filter.
> 2. Add following to afl.
> if (Name() == "ETFb") 
> { 
>   tmp  = Buy; 
>   Buy  = Sell; 
>   Sell = tmp; 
> }
> 
> As you can see, not really straight forward or productive.  Comments and/or other ways?
> 
> ...
>




------------------------------------

**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to 
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    amibroker-digest@xxxxxxxxxxxxxxx 
    amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/