Pair Trading system

["Gary Pearson (GNk)" <gnpi@xxxxxxxxxxx>]

Can you optimize two securities with one trading system giving the results
on both securities.
We do pairs trading, in other words, go long and short of two securities
simultaneously. A strategy in Tradestation should therefore identify a
buy/sell signal (that part is no problem), but then issue a buy signal for
security and a simultaneous sell signal for security B - something I have
been unable to figure out. I use a two - symbol chart (insert a second
symbol into a chart. Easy Language references both easily in doing any
calculation, but can seemingly only issue a signal on the first one. The
reserved word: [This Bar] refers to the first security only and on the
trading test it appears as such. Is there ANY way I can convince the program
to trade both securities?

Here is the code for a simple pairs trading strategy:

Input:  Input1(close of data1),
     Input2(close of data2),
  Length(30),
  SD(1);

Var: Filter(0),  {  Filtered version of ratio }
  StdErr(0),  {  Standard error magnitude }
  BBTop(0),  {  Top band }
  BBBot(0),  {  Bottom band }
  ratio(1);

{  Calc Ratio of security A to security B  }
ratio = Input1/Input2;

{  Calc filter (simple moving average at this point }
Filter = Average(ratio,Length);

{  Define one standard error }
StdErr = StdDev(ratio, Length);

{  Define error bands }
BBTop = Filter + SD*Stderr;
BBBot = Filter - SD*StdErr;

{ signal for upper band breakout }
If Ratio Crosses Above BBTop Then Buy ("MAC") This Bar on Close;

The last line issues the BUY signal, but it implies a buy on Input1 only


Any help
Gary