Pair trading with Foreign symbol, was: Start Difficulties

Hello everybody,
I started a few times with understanding and creating AFL code but it always turned out to be quite difficult. Now I want to give it another try. The following easy strategy I'd like to program in order to backtest it:

"Switch between SPY and TLT depending on a CROSS-function"

So the behaviour should be similar to this:
if Cross( MA(FOREIGN_C,p1) , MA(FOREIGN_C,p2) ) BUY SPY (and close position TLT)
if Cross( MA(FOREIGN_C,p2) , MA(FOREIGN_C,p1) ) BUY TLT (and close position SPY)

  1. Should I realize such a system as backtestRegular or backtestRotational?
  2. If backtestRotational should be used, how do I set the positionscore so that in the one case SPY should be ranked higher and in the other case TLT should be ranked higher?

Thank you so much in advance & best regards
Kejo

The answer to your question is covered in the Knowledge Base:
http://www.amibroker.com/kb/2014/09/20/broad-market-timing-in-system-formulas/

In short you have to run the backtest on watchlist of TWO symbols (SPY and TLT) and use the code like this:

Buy = ... your original buy rule (for SPY)
Sell = ... your original sell rule (for SPY)

if( Name() == "TLT" )
{
      // swap the rules 
      Tmp = Sell;
      Sell = Buy;
      Buy = Tmp;
}

There are plenty of other posts on this forum covering that already, see: https://forum.amibroker.com/search?q=pair

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