instrument compared to the market

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  • #13746 quote
    Stef
    Participant
    Average

    Hi All,

    I need some help please…

    I’m trying to write a strategy that will open positions on stocks, only if the market as a whole (I use the SA Cash 40 instrument; top 40 South Africa stocks) is trending up (above its 200 day moving average).

    So, apart from my normal buy/sell conditions, I want to add a filter to only buy if SACash40(Close)>Average[200](SACash40Close).

    I’ve tried adding a ‘compared security’ indicator, but this cannot be accessed in ProBuilder.

    I know there is something called EquityFrame, but this is only available in ProScreener.

    Any idea how to do this?

    Thanks

    Stef

    #13755 quote
    Nicolas
    Keymaster
    Master

    Multi instrument in ProOrder is still not available sorry. It will come soon or later to us. It is a must have!

    #13757 quote
    Stef
    Participant
    Average

    It is a must have yes. Thanks!

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instrument compared to the market


ProOrder: Automated Strategies & Backtesting

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Stef @stef Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by Stef
9 years, 4 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 09/26/2016
Status: Active
Attachments: No files
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