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trade one price series from signal generated on another price series
Rank: Newbie
Groups: Registered, Registered Users, Subscribers
Joined: 7/18/2005(UTC)
Posts: 8
Location: Virginia
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Good afternoon from the Commonwealth...
I would like to execute trades on a price series based on signals generated on another price series. The date ranges for both securities will be the same. I am unsure of how to make this work. Any and all guidance and suggestions are appreciated in advance.
Many regards,
virginiatrader
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 3/7/2005(UTC)
Posts: 1,346
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hey virginiatrader..... good morning from the deepsouth...... if you thinkin along the lines of selling 'amat' when the 'smh' turns south, you could use the security data function in your formula.... its something i use quite often..... the formula below could be expanded to include a multiple choice of indicators, stoch, macd, ad, rsi, and such ..... and of course the variables, 20,10 , could also be inputs as well...... along with multiple conditions.... stoch and macd.... rsi() and ad() and so on......h
a:= Security("C:\Metastock Data\etf\smh", Stoch(20 ,10 ) ) ;
b:= If(a < Ref(a,-1),1,0);
b
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Rank: Newbie
Groups: Registered, Registered Users, Subscribers
Joined: 7/18/2005(UTC)
Posts: 8
Location: Virginia
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Howdy, Hayseed...
Sorry for the late reply. Looked into the SECURITY DATA feature, and that may be headed in the direction I want to go:
Example: I wish to trade the 10 Year Note, basing my system entries and exits of the 10y on a variant of the 10 Year Note price series. The standard 10 Year and the variant 10 Year price series both have the same date range.
When a system signal is generated on the variant 10 Year price series, I would like to see the trade entry and exit arrows on the standard 10 Year price series, as well as generate trade summaries. I know I can run regular system tests on each price series individually, and could manually trade the standard 10 Year this way, but wish to automate the testing as much as possible.
Always many thanks for the help!
virginiatrader
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trade one price series from signal generated on another price series
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