TS2ki - Help Please re Strategy Testing involving Two Symbols

[evostik]

Hi All,

I do not know if its even possible but any guidence would be appreciated.....

How is it possible to write a Strategy for Backtesting purposes where the 'signal' depends on a value of two different symbols?

Using the globalvariable (in my simple understanding) doesn't satisfy the requirement because I dont think this works retrospectively. It would give the 'signal' in real time but this doesn't help for backtesting.

Thanks In Advance,

Steve

 

[StratOpt]

I haven't used TS2000i is a long long time, but in the newer versions you simply load more than one datastream to the chart at the same time and then reference each of them.

close data1
close data2

 

[Trader333]

It is the same for TS2Ki


Paul

 

[evostik]

I haven't used TS2000i is a long long time, but in the newer versions you simply load more than one datastream to the chart at the same time and then reference each of them.

close data1
close data2

Thanks for that. I realise this for a chart set up. You insert the two symbols into the chart and if you want to, say, plot the RSI for both of them then thats fine. Just reference the right stream when formatting the indicator under properties (from memory) but I can not see how to reference the diferent symbols when writing a Signal to use in a Strategy.

But I will keep trying.

Cheers
Steve

 

[StratOpt]

It is no harder than what I just showed above.

if close data2 crosses over Average( close data2, 20 ) then buy next bar market ;

anywhere that you need to use data 2 pricing then just say so

 

[evostik]

It is no harder than what I just showed above.

if close data2 crosses over Average( close data2, 20 ) then buy next bar market ;

anywhere that you need to use data 2 pricing then just say so

Thanks StratOpt for that but I wonder if you have tried this for a Signal on TS2Ki specifically. It (data2) in not a recognised word in my system unfortunately.

Thanks Again
Steve

 

[Trader333]

For TS2Ki it is in the format of:

value1 = Close of Data(1);
value2 = Close of Data(2);


Paul

 

[evostik]

For TS2Ki it is in the format of:

value1 = Close of Data(1);
value2 = Close of Data(2);


Paul

Thanks Paul - I will try that straight away.

Cheers
Steve

 

[StratOpt]

Oops. sorry for the typo. You can also use things such as close data( N ) where N is a variable that you can then use to cycle through a list of datastreams, at least in the newer versions of TS.

 

[evostik]

Oops. sorry for the typo. You can also use things such as close data( N ) where N is a variable that you can then use to cycle through a list of datastreams, at least in the newer versions of TS.

Thanks StratOpt - great info.

Steve