Coding with data from multiple instruments

• 04/18/2018 at 2:26 PM #68685
  Fortin Frias

  Hi,

  I’m not sure if this topic was addressed, but I couldn’t find relevant info on it, if there is, I apologize for repeating the subject.

  My question is, can I code and backtest a system that contains variables with data from different assets and makes executions based on those variables in a given asset?

  For example, using the crossings of moving averages in EURUSD to determine buying or selling orders executing on DAX.

  Thank you!

  

  Fortin Frias

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  04/18/2018 at 4:55 PM #68695
  Leo

  No, it is not possible with ProRealTime.

  although… there is a fuction somewhere that give correlation between instrument.

  can someone know it? Have someone use it for coding?

  

  Leo

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  04/18/2018 at 11:00 PM #68726
  Fortin Frias

  Thanks for your reply Leo.

  

  Fortin Frias

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  04/19/2018 at 8:50 AM #68742
  GraHal

  Leo wrote:

  there is a fuction somewhere that give correlation between instrument.

  Is there?? I am very interested in this as never heard about it before.

  Anybody know anything about above please and / or if we will ever get multi-instrument??

  

  GraHal

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  04/20/2018 at 7:07 AM #68849
  Nicolas

  Leo wrote:

  there is a fuction somewhere that give correlation between instrument. can someone know it? Have someone use it for coding?

  Not exactly. You can code it only with ProScreener, which is the only module that support multiple instrument comparison in the same program.

  GraHal wrote:

  Anybody know anything about above please and / or if we will ever get multi-instrument??

  We certainly get it one day, don’t worry 🙂

  

  Nicolas

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  12/01/2023 at 10:57 PM #224699
  pointofbrew

  Nicolas wrote

  We certainly get it one day, don’t worry 🙂

  Has that day come yet?

  

  pointofbrew

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