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Strategies / indicators based on multiple datasets

I would like to be able to generate strategies based on two or three datasets.

The scenario I have is for Futures, where contract months expire and need to be rolled over etc. I can have one dataset for trading prices, one for current contract month, one for next contract month.

There can be other scenarios can be trading based on inter-market analysis, e.g. trading CAD/JPY based on Gold etc or look into Gold/Silver ratio etc.

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Votes +2
Project StrategyQuant X
Type Feature
Status Refused
Priority Normal

History

eastpeace

08.09.2020 03:04

Voted for this task.

Mark Fric

11.09.2020 12:15

Status changed from New to Refused

as far as I understand it it is possible using multiple charts - add second contract month as a subchart to the first.

But I don't see a way how to backtest this, continous contracts are usually for the most recent contract.

fm663

12.09.2020 23:40

This is quite easy with MultiCharts, TradeStation or MT4. Can SQ do this?

With regard to continuous contracts, it is possible to supply one dataset with recent contracts, and another dataset containing forward contracts.

Can this be achieved in SQ already, i.e. use signals from one dataset to trade in another?

Votes: +2