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
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.