Quote from qtmspin:
I was watching a video by Murry Ruggiero from 1992 and he was using tradestation to find intermarket relationships with the help of tradestation optimization.
I have yet to discover how he did this. Does anyone have any insight on how I can test multiple instruments in easylanguage code?
Thanks,
Matt
could you please post the video link?
Inputs: MkLen(10),InterLen(10),Relate(0),LSB(0);
Vars: MarkInd(0),InterInd(0);
MarkInd=Close-Average(Close,MkLen);
InterInd=Close of data2-Average(Close,InterLen) of data2;
If Relate=0 then begin
If InterInd<0 and MarkInd<0 and LSB>=0 then buy at open;
If InterInd>0 and MarkInd>0 and LSB<=0 then sell at open;
If InterInd<0 and MarkInd<0 and LSB=-1 then exitshort at open;
If InterInd>0 and MarkInd>0 and LSB=1 then exitlong at open;
end;
If Relate<>0 then begin
If InterInd>0 and MarkInd<0 and LSB>=0 then buy at open;
If InterInd<0 and MarkInd>0 and LSB<=0 then sell at open;
If InterInd>0 and MarkInd<0 and LSB=-1 then exitshort at open;
If InterInd<0 and MarkInd>0 and LSB=1 then exitlong at open;
end;