is possible develop a Pair trading signal?

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Smarty
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is possible develop a Pair trading signal?

Postby Smarty » 05 Nov 2013

Hi for all,

I am novice on MC.NET. As the beginning I installed the starter edition and I am using the free data feed (google finance) with target a simple "pair trading". Then, in my workspace I have insert 2 chart instruments: GOOG and AAPL, and a Spread Ratio Indicator.

There are some problems about using the Trademanager.

In this scenario I can not found none ITradingProfile that allows me to send different orders for 2 instruments from the unique signal.

How I can working for create a dummy broker profile? How can I fix?

Thanks for all. Sabino.

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Henry MultiСharts
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Re: is possible develop a Pair trading signal?

Postby Henry MultiСharts » 05 Nov 2013

Hello Sabino,

You cannot create a dummy broker profile. If you want to perform trading - you need to have an account with one of the supported brokers and setup the respective broker profile. If you do not need to perform broker trading then you can do backtesting.

In order to backtest a pair trading strategy - you need to use the Portfolio Backtester.

Smarty
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Re: is possible develop a Pair trading signal?

Postby Smarty » 05 Nov 2013

Hello Henry, thanks for your attention...

You must allow me a bit of disappointment.

We know that it is possible to access the data on all the charts, but you can send orders only on the first chart for full paper trading simulation, without using any broker ...

In optical OO must not complicated to add the parameter "symbol" in OrderCreator method signature, in this way will allow great multi-instrument flexibility. It is unrealistic to expect this?

There would be absolute advantages for MC.NET product.

Thanks for all, Sabino.

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Henry MultiСharts
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Re: is possible develop a Pair trading signal?

Postby Henry MultiСharts » 06 Nov 2013

Sabino,

Thank you for your suggestion. All feature requests are forwarded to the management of the company and are evaluated in a timely manner. Please note that even though we value your opinion not all requests can be implemented due to the fact that some features do not fit into our current roadmap.

Smarty
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Re: is possible develop a Pair trading signal? ... an idea..

Postby Smarty » 04 Dec 2013

I have seen that it is possible to access a strategy by an indicator, then i try about invoking strategy methods directly within that indicator (invoke send_order for 2 different strategy/instrument).

Still no good solution, because chart with strategies have been are already positioned on last bar. I could reload any strategy chart then invoke send_orders (within indicator...) to the right passage of bar. It's a correct way?

How can I adequately use ExecControl.Recalculate() ? there is poor documentation about using ExecControl ExecInfo properties......

Thanks for all.

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Henry MultiСharts
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Re: is possible develop a Pair trading signal?

Postby Henry MultiСharts » 11 Dec 2013

Smarty,

Here are examples for using indicator in indicator, indicator in signal.

Here is how to use RecalcLastBarAfter.
Additional information: How Indicators and Signals are Calculated


If you need to share information between two charts yo ucan access it the following ways:
A Native C# Solution for Global Storage
Global Variables


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