I have a model that generates buy signals based on non-tradable index data. I want the rotational backtest engine to actually buy the corresponding ETF price for the performance report, but I don't know how to tell AmiBroker to trade the surrogate ETF. It keeps buying the non-tradable Index price.
Does anyone have an example of this kind of price swapping?
Thanks for your time!
Mike
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Posted by: orionsturtle@gmail.com
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TO GET TECHNICAL SUPPORT send an e-mail directly to
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