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

Legend

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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