Long short in 2 different assets

• 03/05/2019 at 2:23 PM #92885
  ricoTS

  Hi,

  Is there a way to create a rule on two différent assets for an indicator

  exemple

  Test

  a = Close(EURUSD)-Close(GBPUSD) RETURN a AS diff

  1 2	a = Close(EURUSD)-Close(GBPUSD) RETURN a AS diff

  And is there a way to use this in backtest like

  IF Indicator > x THEN BUY y EURUSD SHARE AT MARKET AND SELLSHORT z GBPUSD SHARE AT MARKET ENDIF

  1 2 3

  IF Indicator > x THEN BUY y EURUSD SHARE AT MARKET AND SELLSHORT z GBPUSD SHARE AT MARKET ENDIF

  I don’t find any information to pair trade.

  Thank you,

  Rico

  

  ricoTS

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  03/05/2019 at 3:44 PM #92896
  Vonasi

  Simple answer: No.

  It is not possible for a strategy or indicator to know what instrument it is applied to and it is not possible to use multiple instrument information in an indicator or strategy.

  

  Vonasi

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