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    Multiple Intruments

    Instead of opening a separate chart for every instrument I want to test a strategy against, is there a way to test a strategy against multiple instruments with only a few clicks?

    #2
    Hello milemke08,

    If you are using a chart (not backtest) then you could essentially add multiple data series to one chart, and then add multiple strategies to that same chart. For each strategy you would select the data series you want the strategy to be placed on.

    Here are some directions on doing this.
    • Create a new chart
    • Add all of the data series that you want to the chart
    • Click ok and open the chart
    • Right click and click on strategies
    • Add the amount of strategies to match the chart
    • For each of the strategies you add, In the right panel for properties locate "Input series" and click the text
    • You will see a (...) button appear on the right of the text, Click this
    • The menu that opens up will list all of the available dataseries in the chart to choose from
    • Select the appropriate data series for each strategy
    • Finally enable the strategies and click ok


    This would be good if you are using market replay or the simulated data feed for testing purposes.

    Please let me know if I may be of additional assistance.

    Comment


      #3
      Jesse, is there a way to do this, but in order to test a strategy against several instruments simultaneously in the live market?

      Comment


        #4
        Hello milemke08,

        Yes the below instructions would let you apply these to a chart and use live data, I should have been more specific the prior statement:
        This would be good if you are using market replay or the simulated data feed for testing purposes.
        Should actually be
        This would be good for all purposes other than backtesting and optimizing as you can only select one strategy at a time from there.
        Please let me know if I may be of additional assistance.

        Comment


          #5
          Multiple Instruments Code Question

          Is there a way to put on tailor made strategies on instruments with different session times all in one piece of code?

          For example

          First the Nikkei 225 at 2000 EST - 0200 EST
          then Eurostoxx 50 at 0300 EST - 1200 EST
          then SP 500 0930 EST - 1600 EST

          The trading rules will be different for each of these markets.

          Or will I have to set up strategies separately on each individual chart with dedicated code, referencing its specific session timespan?

          Regards and thx

          Comment


            #6
            Hello everington_f,

            Thank you for your post.

            The strategies must be set to each instrument. Unfortunately, the Session Template applied to the primary series will apply to all instruments added in the script.

            Please let me know if I may be of further assistance.

            Comment

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