Rank: Newbie
Groups: Registered, Registered Users
Joined: 11/30/2009(UTC)
Posts: 1
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Hi
Is it possible on Metastock to build a trading system whose signals will be generated by conditions on 2 different data streams ?
More precisely : The trading system will have to generate long or short signals on the S&P500, and the signals will be :
- condition 1 : on S&P500, yesterday close has to be higher than close of 5 past days
- condition 2 : on another independant datastream, 5 days mobile average will have to be higher than 25 days mobile average
Thanks for your help
Axel
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Rank: Advanced Member
Groups: Registered, Registered Users, Unverified Users
Joined: 9/13/2004(UTC)
Posts: 673
Location: Salt Lake City, UT
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As long as you have access to the data, you can use the "Security" function to call price data from another security file, i.e.:
Cross(C,Mov(C,30,E)) AND Sum(ROC(Security("C:\MetaStock Data\Indices\.SPX",C),5,$)>0,5)=5
In this example, the base/underlying security has to be crossing above it's 30 period EMA, and the S&P 500 Index must also be increasing for the last 5 periods.
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