I am new to NT and would like to make a strategy which involves three stock symbols. Thus far I played a bit around to get a feel for the NinjaScript programming. I managed to make my own indicator which works on historical candle data of one stock at a time. But I am not sure whether I can make a program which involves multiple stock symbols.
The basic idea is the following:
I have three stock symbols, let's call them AAA, BBB and CCC. I want to monitor AAA and use its trend to open or close a position on either BBB or CCC (not on both at the same time). Besides being a stock could AAA of course also be an index, or a forex exchange rate, or something else.
Suppose that AAA is rising: I want to open a long position on BBB. Then I keep this BBB position until AAA has started to fall and reached a threshold level below its latest maximum. At that time I want to close the BBB position, see the resulting amount of money and use it to open a long position on CCC (adjust the quantity to the available money). I then keep this CCC position until AAA has passed its minimum, has started to rise and reached a threshold level. At that time I want to close the CCC position, see the resulting amount of money and use it to open a long position on BBB (adjust the quantity to the available money).
From then on is it a repetitive cycle, unless the strategy doesn't work and I run out of money.
Is it possible to program this in NT? If so, how do I go about this?
The basic idea is the following:
I have three stock symbols, let's call them AAA, BBB and CCC. I want to monitor AAA and use its trend to open or close a position on either BBB or CCC (not on both at the same time). Besides being a stock could AAA of course also be an index, or a forex exchange rate, or something else.
Suppose that AAA is rising: I want to open a long position on BBB. Then I keep this BBB position until AAA has started to fall and reached a threshold level below its latest maximum. At that time I want to close the BBB position, see the resulting amount of money and use it to open a long position on CCC (adjust the quantity to the available money). I then keep this CCC position until AAA has passed its minimum, has started to rise and reached a threshold level. At that time I want to close the CCC position, see the resulting amount of money and use it to open a long position on BBB (adjust the quantity to the available money).
From then on is it a repetitive cycle, unless the strategy doesn't work and I run out of money.
Is it possible to program this in NT? If so, how do I go about this?
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