backtesting with compared securities

assafn · 2021-01-26T09:57:55+00:00

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

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01/26/2021 at 10:57 AM #159469 quote

assafn
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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

Legend

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

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

Nicolas
Keymaster

Legend

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

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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

Legend

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

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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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This topic contains 8 replies,
has 3 voices, and was last updated by Vonasi
5 years, 7 months ago.

Topic Details

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