I was wondering how I could evaluate indicators
on the SP500 index in a multi instrument strategy.
Example:
60min ES 09-09 first instrument
SP500 as a second instrument does not work:
string secondInstrumentStr = "SP500"; Add(secondInstrumentStr, PeriodType.Day, 1);
what works is
secondInstrumentStr = "ES 09-09"; Add(secondInstrumentStr, PeriodType.Minute, 960);
a futures contract as there is only a maximum amount
of <300 days available for each contract.
How can I incorporate indicators on the SP500 in a
strategy trading the ES?`
Thx cbaer
Comment