Pairs Trading

simeong · 2019-01-08T19:37:11+00:00

Hi, I was just wondering if anyone was aware if Pro real-time are looking to allow pairs trading on their platform because at the moment you can only apply an indicator to one asset so you cant compare assets to spot arbitrage opportunities like in a pairs trading strategy. Does anyone know if they ever plan to add such functionality. Because I love using the platform and the support I continue to reccieve on the forums but am slightly disappointed by this one feature. Kind Regards,

Viewing 4 posts - 1 through 4 (of 4 total)

Author

Posts
01/08/2019 at 8:37 PM #88204 quote

simeong
Participant

Average

Hi,

I was just wondering if anyone was aware if Pro real-time are looking to allow pairs trading on their platform because at the moment you can only apply an indicator to one asset so you cant compare assets to spot arbitrage opportunities like in a pairs trading strategy.

Does anyone know if they ever plan to add such functionality. Because I love using the platform and the support I continue to reccieve on the forums but am slightly disappointed by this one feature.

Kind Regards,

01/09/2019 at 9:46 AM #88220 quote

Nicolas
Keymaster

Legend

Open 2 charts and apply indicator on the two assets 🙂

Or create a spread chart and apply the indicator you want on this newly created instrument:

[youtube]https://youtu.be/dX_pi7JrZ_Y[/youtube]

10/17/2019 at 12:46 PM #110385 quote

joetrade
Participant

New

The problem is that on the Spread chart with an indicator there is not possible to do the backtest

Thanks

Giuseppe

10/17/2019 at 1:16 PM #110387 quote

Nicolas
Keymaster

Legend

Yes, because spread charts are created dynamically client side (on your own platform), as customized charts, while backtests are executed server side (PRT distant server) and these dynamic price charts don’t exist there.

By the way, automatic trading in real time with ProOrder is not possible on spread charts.

Wilko thanked this post
Author

Posts