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Long short in 2 different assets

ricoTS · 2019-03-05T13:23:03+00:00

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

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Long short in 2 different assets

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03/05/2019 at 2:23 PM #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
03/05/2019 at 3:44 PM #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
7 years, 7 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	03/05/2019
Status:	Active
Attachments:	No files

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Long short in 2 different assets

Stuck on this ProBuilder code?

Long short in 2 different assets ProOrder: Automated Strategies & Backtesting

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Long short in 2 different assets

ProOrder: Automated Strategies & Backtesting