Quick question;
I'm trying to develop a strategy that has 5 symbols. I want to verify a few questions before I start coding:
I understand that I will need to add data series for each symbol. But under the current setup of NT, I understand that the "primary" data series will always be the data series I load. Say primary is Y
For example, say I added:
X min data for EUR/usd
X min data for EUR/AUD
X min data for EUR/TRY
X min data for EUR/JPY
How can I make sure that X always equals Y without having to manually adjust the time frames I am loading for the above tickers to match the time series that I loaded for the primary symbol?
The reason why I need this is because I want to be able to easily test multiple time series against my tickers.
I want to be able to analyze each dataseries and enter based on their output rather than enter long/short based on primary dataseries alone. I could test the same strategy against a "list" of symbols in strategy analyzer, but that limits my risk management. Therefore, I want to create one strategy that has multiple logics for each symbol, multi risk managements for each symbol but I want to test them all at the same time in one single strategy.
In short; how can I make:
Data.BarsPeriodType.Minute, 1,
Thank you
Comment