Pair trading with Foreign symbol, was: Start Difficulties

AFL Programming
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2

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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