Strategy involving 2 markets

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04/24/2019 at 7:50 PM #97087 quote

therookie
Participant

Junior

So I wanted to back-test a strategy idea that I have but I am not sure if it is even possible to code without much difficulty.

So let’s say that the American stock market opens at 15.30 in my local time. At 15.15 this strategy should check if Nasdaq 100 in the premarket is up or down (e.g IG markets allows buy/sell outside the regular opening hours). At 15.15 if the Nasdaq 100 index is up more than 0.2 percent then we go long 1 german index future and if the Nasdaq 100 is down by more than 0.2 percent then we go short 1 german index future. At exactly 15.35 we always close all german index future positions. This should be done everyday monday-friday.

Is this possible to code or it would it be too difficult?

Hope you understand what I mean with my strategy.

Best regards

05/09/2019 at 8:32 AM #98020 quote

Nicolas
Keymaster

Master

It would not be difficult to code it, but only if it was possible to compare 2 instruments in the same code. ProBacktest/ProOrder still doesn’t allow that, so sorry but that it is not possible to program your query.

05/09/2019 at 9:54 AM #98039 quote

therookie
Participant

Junior

Thank you for your reply Nicolas. I understand!

Hopefully it’s something that can be implemented in a future update.
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Strategy involving 2 markets

ProOrder: Automated Strategies & Backtesting

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therookie @prophet85 Participant

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This topic contains 2 replies,
has 2 voices, and was last updated by therookie
6 years, 9 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	04/24/2019
Status:	Active
Attachments:	No files

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