backtesting with compared securities

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

    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

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

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

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

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

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

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

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

    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?

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

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

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

    assafn thanked this post
    01/26/2021 at 2:16 PM #159494 quote
    assafn
    Participant
    Average

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

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

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

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

    01/26/2021 at 2:48 PM #159498 quote
    Vonasi
    Moderator
    Master
    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.

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backtesting with compared securities


ProOrder: Automated Strategies & Backtesting

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assafn @assafn Participant
Summary

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

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/26/2021
Status: Active
Attachments: No files
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