Coding with data from multiple instruments

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  • 04/18/2018 at 2:26 PM #68685 quote
    Fortin Frias
    Participant
    New

    Hi,

    I’m not sure if this topic was addressed, but I couldn’t find relevant info on it, if there is, I apologize for repeating the subject.

    My question is, can I code and backtest a system that contains variables with data from different assets and makes executions based on those variables in a given asset?

    For example, using the crossings of moving averages in EURUSD to determine buying or selling orders executing on DAX.

    Thank you!

    04/18/2018 at 4:55 PM #68695 quote
    Leo
    Participant
    Veteran

    No, it is not possible with ProRealTime.

    although… there is a fuction somewhere that give correlation between instrument.

    can someone know it? Have someone use it for coding?

    04/18/2018 at 11:00 PM #68726 quote
    Fortin Frias
    Participant
    New

    Thanks for your reply Leo.

    04/19/2018 at 8:50 AM #68742 quote
    GraHal
    Participant
    Master
    Leo wrote:

    there is a fuction somewhere that give correlation between instrument.

    Is there?? I am very interested in this as never heard about it before.

    Anybody know anything about above please and / or if we will ever get multi-instrument??

    04/20/2018 at 7:07 AM #68849 quote
    Nicolas
    Keymaster
    Master
    Leo wrote:

    there is a fuction somewhere that give correlation between instrument. can someone know it? Have someone use it for coding?

    Not exactly. You can code it only with ProScreener, which is the only module that support multiple instrument comparison in the same program.

    GraHal wrote:

    Anybody know anything about above please and / or if we will ever get multi-instrument??

    We certainly get it one day, don’t worry 🙂

    12/01/2023 at 10:57 PM #224699 quote
    pointofbrew
    Participant
    New
    Nicolas wrote
    We certainly get it one day, don’t worry 🙂

    Has that day come yet?

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Coding with data from multiple instruments


ProOrder: Automated Strategies & Backtesting

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Fortin Frias @fortin_frias Participant
Summary

This topic contains 5 replies,
has 1 voice, and was last updated by pointofbrew
2 years, 2 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 04/18/2018
Status: Active
Attachments: No files
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