t; Best regards,
> Tomasz Janeczko
> amibroker.com
> - Original Message -
> From: "potatosoupz"
> To:
> Sent: Sunday, November 22, 2009 12:01 AM
> Subject: [amibroker] Re: Does AmiBroker have any support for pairs trading?
>
>
> > The pro
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"
To:
Sent: Sunday, November 22, 2009 12:01 AM
Subject: [amibroker] Re: Does AmiBroke
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 curr
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@yahoogroups.com/msg35169.html
Mike
--- In amibroker@yahoogroups.com,
