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Pairs trading

Last post 09-09-2009, 16:06 by Data. 2 replies.
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  •  09-07-2009, 12:47 30624

    Pairs trading

    Hellow

    i have thwo securities and i have to buy "A" and sell "B" when RSI(14)<30! How can i do it?Can i test in the system tester?

    thanks Deco
  •  09-08-2009, 20:59 30636 in reply to 30624

    Re: Pairs trading

      Only way I can think of doing it would be to combine the two into the chart as
      a indicator,  then do the buy and sell stuff with your conditions. See the Security() 
      function in the manual for the starting place. Hint: the security function needs the full
      path of  the security you are fetching (C:\blah\blah\etc).


     
  •  09-09-2009, 16:06 30645 in reply to 30624

    Re: Pairs trading

    decofeevale:
    Hellow

    i have thwo securities and i have to buy "A" and sell "B" when RSI(14)<30! How can i do it?Can i test in the system tester?

    thanks Deco
    To my knowledge, the system tester only allows testing a security at a time.
    Apart from this detail, you can do it just like johnl said !
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