Easier is to build buy sell logic which refers to index you like to determine buy and sell signa. You may use "foreign" command to read index. So trade is still on coresponding etf/instrument/security itself but you refer to index by "foreign".
Of course you need to define buy price and sell price to tell back testing engine to calculate the trade profit/loss or you may use buy on close/buy next open strategy
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
Posted by: "satriyo.pranoto" <satriyo.pranoto@gmail.com>
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