Simulator - Trading Software

Simulator

Brian
2011-06-15 22:17:33

if I am running a simulation choosing from all US stocks, is there a way to ask something about another stock or the market as a whole.

For example, if the base script is to buy when the rsi is < 20. Can I make the buy criteria rsi < 20 and rsi (SPY) < 20, (where SPY is the general market).

Basically, instead of using "Rsi(5) " I would like to hard code in the symbol as "Rsi(SPY, 5)". I'm assuming I use the GetSeries function but not sure.

If I can do this, please provide an example.

Thank you

QuantShare
2011-06-16 05:37:39

Best Answer

One way to do this is to use the "GetSeries" function.

Example:
spy = GetSeries("SPY", close);
buy = rsi(5) < 20 and rsi(spy, 5) < 20;

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