Calculating the carry trade

gfourmoney · 2020-08-25T18:52:15+00:00

part of my trading strategy involves calculating the carry on the front and spot prices for an instrument. I therefore need the current price for instrument A and for instrument B at the same time. I cant find any functions in pro builder language to do this automatically. It does not appear to be possible to reference 2 difference instruments within 1 strategy. Is it possible to automate getting a current price for 2 instruments within the same strategy? if not, is this a planned enhancement, if not, can it be considered as. a future enhancement?

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08/25/2020 at 7:52 PM #142550 quote

gfourmoney
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part of my trading strategy involves calculating the carry on the front and spot prices for an instrument. I therefore need the current price for instrument A and for instrument B at the same time. I cant find any functions in pro builder language to do this automatically. It does not appear to be possible to reference 2 difference instruments within 1 strategy. Is it possible to automate getting a current price for 2 instruments within the same strategy? if not, is this a planned enhancement, if not, can it be considered as. a future enhancement?

08/25/2020 at 10:26 PM #142556 quote

GraHal
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gfourmoney wrote:

Is it possible to automate getting a current price for 2 instruments within the same strategy?

No

if not, is this a planned enhancement, if not, can it be considered as. a future enhancement?

Suggest it to PRT on the Form below

https://www.prorealtime.com/en/contact?suggestion=1

08/25/2020 at 11:26 PM #142561 quote

gfourmoney
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Done

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