Long short in 2 different assets

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  • #92885 quote
    ricoTS
    Participant
    New

    Hi,

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

    exemple

    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

    I don’t find any information to pair trade.

    Thank you,

    Rico

    #92896 quote
    Vonasi
    Moderator
    Master

    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.

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Long short in 2 different assets


ProOrder: Automated Strategies & Backtesting

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ricoTS @ricots Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by Vonasi
6 years, 12 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 03/05/2019
Status: Active
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