backtesting with compared securities

• 01/26/2021 at 10:57 AM #159469
  assafn

  Hello everybody.

  Is it possible to create a code that compares any security with the Spy stock?

  I used the right click menu, then pressed “compare to security” ->(SPY) but cannot use it in the code.

  Is there another way to do that?

  Thank you

  

  assafn

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  01/26/2021 at 1:00 PM #159486
  Nicolas

  Indeed, that it is still not possible with custom code but only with internal default indicator of the platform.

  

  Nicolas

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  01/26/2021 at 1:14 PM #159489
  assafn

  What does “internal default indicator” mean? Could you elaborate?

  

  assafn

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  01/26/2021 at 1:50 PM #159491
  Nicolas

  I thought that you were talking about Relative Strength Comparison? Because there are dedicated indicators in the platform for that.

  

  Nicolas

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  01/26/2021 at 1:57 PM #159492
  assafn

  I’ll try to explain myself more clearly.

  I’m trying to create a screener code that is based on the relation of a stock to SPY etf.

  Is that possible?

  

  assafn

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  01/26/2021 at 2:13 PM #159493
  Nicolas

  Yes, that seems possible, look at this example with EQUITYFRAME instruction: EQUITYFRAME

  (your topic is in the ProOrder section and titled with “backtesting” word ..) 🙄

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  assafn

  

  Nicolas

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  01/26/2021 at 2:16 PM #159494
  assafn

  Thank you, and sorry for the mix-up:)

  

  assafn

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  01/26/2021 at 2:36 PM #159495
  assafn

  I’ve noticed that EQUITYFRAME works only on the screener.

  Is there a way of doing the comparison above with probacktest as well?

  

  assafn

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  01/26/2021 at 2:48 PM #159498
  Vonasi

  assafn wrote:

  Is there a way of doing the comparison above with probacktest as well?

  No – it is an instruction that is only currently used in the ProScreener engine.

  

  Vonasi

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