Backtest ratios/spreads - Trading Software

Backtest ratios/spreads

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allan nathan
2014-09-24 10:37:06

Hi,
Is there any way I can backtest a custom symbol such as AAPL/SPY?

Thanks,

Allan

QuantShare
2014-09-24 11:40:14

Hi,

You must create a ticker for that pair, either by creating a composite or using the script editor.
After that just reference the new symbol in the simulator to backtest it.

allan nathan
2014-09-24 12:43:48

A script is beyond my coding capabilities...

If I create a ratio composite,do I simply enter AAPL and SPY in "use these symbols"?

Would I use

symbol="spy";
symbol1=""aapl"
a=getseries(symbol,close);
b=getseries(symbol1,close);
ratio-a/b;
Composite=ratio;

Would I then calculate the sum of the values added to the composite?

thanks,

Allan

QuantShare
2014-09-24 12:55:20

Exact. Make sure you select only one symbol in "Symbols Selection" control.

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