I'd like to use signals from strategy using a bearish ETF to make trading decisions for it's inverse pair bullish ETF. Is that possible to model/backtest in WL?
Rename
Key question: where are (signals) they are coming from?
1. If from a file, you can import them from a Trade History Strategy.
2. If from some trading logic, then check out the "Pairs Trading" script from the Sample Strategies folder.
1. If from a file, you can import them from a Trade History Strategy.
2. If from some trading logic, then check out the "Pairs Trading" script from the Sample Strategies folder.
Thanks, Eugene. Is there a video/help section on how the trading history import works with the strategy? I'm trying to understand the logic.
Just look at the Sample script "Pairs Trading".
When you want to trade a different (external) symbol, you just get a reference to its BarHistory and pass it to PlaceTrade(). The script uses a different PositionTag number to distinguish the Position object to ClosePosition(). There's nothing else to it.
When you want to trade a different (external) symbol, you just get a reference to its BarHistory and pass it to PlaceTrade(). The script uses a different PositionTag number to distinguish the Position object to ClosePosition(). There's nothing else to it.
QUOTE:
Is there a video/help section on how the trading history import works with the strategy?
Sure. Open the WL Help, type in "import", that brings you to Strategy > TradeHistory Strategies, where we've already embedded a link to this Build Highlights Video: https://youtu.be/90SDtgaGrAI
More videos to be found here:
https://www.wealth-lab.com/Software/ChangeLog
Your Response
Post
Edit Post
Login is required