Pairs Trading by Eugene

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maninjapan

#1
Id like to change one of the fixed symbols to the active symbol. It currently reads ' Stock2 = "MSFT";'
What would I replace MSFT with to refer to the acitve chart?

thanks
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Eugene

#2
Bars.Symbol is the active symbol.
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maninjapan

#3
Thanks Eugene, really need to get stuch into learning C#
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maninjapan

#4
I tried just replacing it, but I guess thats not the way to do it
CODE:
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It compiles fine, but when I run it on a stock, I get a Runtime error: Basis price for position entry cannot be zero.

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maninjapan

#5
Eugene, jsut wondering if I could get a hand on the above post, still havent been able to figure it out.

Thanks
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maninjapan

#6
Guessing these threads dont get a whole lot of traffic.
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Eugene

#7
It's not on the first page. In the future, maybe we'll have a way to show these topics somehow on the Most Recent page.

QUOTE:
It compiles fine, but when I run it on a stock, I get a Runtime error: Basis price for position entry cannot be zero.

How to report a Problem? > the checklist of things is what we need
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maninjapan

#8
Eugene, point taken on the how to report a problem, however I jsut figured out a fundamental rule in regards to pair trading! you gotta make sure you have the same amount of data for both sides......
It would be good to show new posts here though. Centralized discussions on these strategies would be good
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icolville@colvillenet.com

#9
I'm trying to code a stop loss exit that will exit both sides of the pair if the net loss on the PAIR (not just one of the positions) is above a certain level. I'm stumped. Its easy to exit a single side/positions using the usual functions but I have no idea how sum the profit/loss of both sides of pair and use that as the determinant for exiting the trade. Any suggestions?