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[amibroker] Re: How do I Portfolio Backtest for one symbol, but actually purchase another?


  • Date: Thu, 25 Feb 2010 01:11:22 -0000
  • From: "Mike" <sfclimbers@xxxxxxxxx>
  • Subject: [amibroker] Re: How do I Portfolio Backtest for one symbol, but actually purchase another?

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Trading Reference Links

Run the script on ILF and refer to the MALTX data using Foreign or SetForeign.

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "graphman27" <steve@xxx> wrote:
>
> Is there a way within the Portfolio Backtest function to generate buy and sell signals using a strategy on one symbol, but actually buy and sell a different symbol with the previous trade signals given?
> 
> Example from part of a Portfolio Backtest code.  You can see the trades being generated by "MALTX" but I actually want to buy and sell "ILF" using the MALTX signals:
> 
> //symbol-specific rules
> n = Name();
> if( n == "MALTX" )
> {
>     //strategy 1 for MALTX here
> Buy = 	(MA( Close,11 ) > MA( Close,33 ));
> 
> Sell = (MA( Close,11 ) < MA( Close,33 ));
> 
>     PositionSize = -25;
> }
>




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