strategies with more then 1 data set

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  • #33484 quote
    Francesco78
    Participant
    Master

    Hello,

    I noticed that one of the most common  features of trading strategies around is to take decision taking into consideration more than 1 data set.

    For instance US treasury and UTX Utilities index combined to create 1 strategy.

    In pro real time, even in the premium version, this feature is not available as far as I know, any hope that in futures version of the platform this will become available in a short time?

    Many thanks

    Francesco

    #33488 quote
    Nicolas
    Keymaster
    Master

    You are right, diversification, instruments comparison, multitimeframe analysis and portfolio creation with rebalancing are some of the keys to success.

    I know that multitimeframe and multi instruments will come sooner than portfolio building, they will come with the new data engine planned this year, but I do not have any ETA to share.

    #33498 quote
    Francesco78
    Participant
    Master

    Thank you Nicolas, that’s good to know at least that they are in pipeline.

    Regards

    Francesco

    #33527 quote
    Maz
    Participant
    Veteran

    Hey guys,

    In house we run a propitiatory multi-time-frame, multi-instrument bot framework. If you would like to back-test or discuss any particular idea please get in touch and I can compile and share the results with you.

    Best,

    M

    #33529 quote
    Nicolas
    Keymaster
    Master

    multi-time-frame, multi-instrument bot framework

    Which platform/API?

    #33531 quote
    Francesco78
    Participant
    Master

    Hi Maz, yes please that would be great. What do you mean by in house?

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strategies with more then 1 data set


ProOrder: Automated Strategies & Backtesting

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This topic contains 5 replies,
has 3 voices, and was last updated by Francesco78
8 years, 10 months ago.

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 04/26/2017
Status: Active
Attachments: No files
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