Multiple Regression and Instrument input

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  • #183824 quote
    15482847
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    Hi,

    I’m new to ProRealTime and this forum. Is it possible to add multiple instruments to a trading code? ie trade an instrument based on the live inputs of historical multiple regression relationship of other instruments that serve as price drivers?

    For example trade the S&P500 based on latest prices of EURUSD, Gold, Oil, FTSE100, Hang Seng amongst others etc.

    What would input formula be to pull latest price info of a specific instrument?

    Thank you in advance.

    Anton

    #183825 quote
    nonetheless
    Participant
    Master

    not surprisingly, you are not the first person to request such a thing … but sadly, as things stand, it can’t be done. A system can only access data from the instrument it’s running on.

    #183826 quote
    15482847
    Member
    New

    Thank you for responding. That is disappointing, I will have look into some other options then. Hope you have a wonderful Christmas!

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Multiple Regression and Instrument input


ProOrder: Automated Strategies & Backtesting

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This topic contains 2 replies,
has 2 voices, and was last updated by 15482847
4 years, 2 months ago.

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 12/24/2021
Status: Active
Attachments: No files
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