Trading Pairs
Author: ourielk
Creation Date: 3/7/2009 12:37 PM
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ourielk

#1
What is the best strategy to bktest a pairs trade?
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Eugene

#2
Start with Pairs Trading, or translating some of the V4 scripts below with WealthScript Translator:

ChartScript Family - Trade Like a Hedge Fund
ChartScript Family - Pairs Trading
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asurapan

#3
regarding the Pairs Trading strategy referred to in the above link, how can I alter the code to hard code MULTIPLE different pairs. This would allow me to simply click on s symbol in a watchlist and see the results instead of constantly changing the hard-coded pairs each time. For example, in WL4 I used ascript that had a set up like the following:

CODE:
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I assume in WL.Net I need to do something like the following:

CODE:
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But I am having difficulties altering the Pairs Trading code to accomodate for the mutiple pre-set pairs. Any help will be appreciated.
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Eugene

#4
QUOTE:
I assume in WL.Net I need to do something like the following:

Seems right to me; would also handle the default scenario:
CODE:
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What sort of trouble do you have?
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