Hello!
I’m new to ProRealTime and need a little help with backtesting on a strategy that i have been testing live a couple of times. The idea is that some european markets follow the Asian markets when they close +-1,5% or more. For Example:
When Nikkei225 close at +1,85% the German Market (DAX30) will go in the same direction
When Nikkei225 close at -1,85% The German Market (DAX30) will go in the same direction
Is it possible to write a code that backtest this strategy?
If the asian market close +-1,5% or more i entry the european market at opening and close the position at the end of the day (or at midday if its more profitable)
If the asian market close at – i short the european market, if the asian market close at + i go long
I have tried to manually backtest this strategy with paper and pen and it looks promising but it would be really interesting to see how it performs with ProRealTime. It would be really great if it’s also possible to experiment with different indexes.
.
