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Joined: 12/21/2009(UTC)
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Hi all,
I have formulated a pair strategy, now i want to test it. In system tester is there any way we can specify to buy or sell two different stocks simultaneously?
Thanks in advance
-kalyan
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Rank: Advanced Member
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The short answer is no.
The long answer involves using a swag of Security() functions to detect the trade signal from the other security to trade this security, for buys and sells. It certainly wont be pretty and will be a PITA to maintain and modify but with a lot of time, patience and effort, it might be possible.
wabbit [:D]
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Rank: Member
Groups: Registered, Registered Users
Joined: 12/21/2009(UTC)
Posts: 10
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Hi wabbit,
Thanks for the reply, what if the pair strategy is based on index and stock so one parameter (index) is fixed. In that case how can one use security function to both buy stock and sell index using system tester, I am willing to slog a bit on this.
Thanks
-kalyan
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