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PureBytes Links
Trading Reference Links
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See also:
http://www.amibroker.org/userkb/2008/03/16/amibroker-custom-backtester-interface-2/
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> There is a way to get P/L of each position, see:
> http://www.amibroker.com/guide/a_custombacktest.html
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "potatosoupz" <potatosoupz@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Sunday, November 22, 2009 12:01 AM
> Subject: [amibroker] Re: Does AmiBroker have any support for pairs trading?
>
>
> > The problem though is that there's no way to see what the unrealized P/L is for both positions from one symbol to the other in the
> > pair, is there?
> >
> > Like if I open up a position in two symbols, in subsequent bars, I want to see from within each symbol, what the net P/L is
> > (unrealized) for the current pair that is open.
> >
> > How can this be done?
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
> >>
> >> There are many many posts in this forum with sample code for pairs. I'd suggest that you use the search facilities, but they're
> >> not working again. Sigh.
> >>
> >> Here's a link found in an archive:
> >>
> >> http://www.mail-archive.com/amibroker@xxxxxxxxxxxxxxx/msg35169.html
> >>
> >> Mike
> >>
> >> --- In amibroker@xxxxxxxxxxxxxxx, "potatosoupz" <potatosoupz@> wrote:
> >> >
> >> > Couldn't find anything in the docs.
> >> >
> >>
> >
> >
> >
> >
> > ------------------------------------
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> >
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> >
> >
> >
>
------------------------------------
**** IMPORTANT PLEASE READ ****
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