Tradestation 2000i and Stock Pairs

Discussion in 'Trading Software' started by Logic, Oct 1, 2009.

  1. Logic

    Logic

    Hey there,

    Has anyone figured out how to properly do pairs-based backtesting in 2000i?

    I can plot charts, but insofar as doing backtesting I haven't figured out how to simulate execution in the secondary symbol.

    I've thought about creating a synthetic symbol (the spread) for testing as if it were a normal symbol, but I haven't discovered a way to do it.

    If you've got any pointers, I'd appreciate it.