[amibroker] Re: HOW TO TRADE PAIRS IN AMIBROKER

["bistrader" <bistrader@xxxxxxxxx>]

This is basically what I did.  You have to place tickers in a watchlist and point filter to watchlist or point filter to all symbols which makes processing slow.  Correct?

--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <mmike8090@xxx> wrote:
>
> 
> 
> 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@> 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?
> > 
> > ...
> >
>




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