backtesting on currency pairs

backtesting on currency pairs

alec
2015-02-02 11:00:06

Im backtesting a strategy for currency pairs and would like to know if anyone could tell me how i would write a formula using the wizard for a buy rule that
stipulates to only buy when the base currencies countries stock market index is above a 30 period moving average. If it is not possible to write this buy rule
for a group of currency pairs then i would like to know if it is possible to individualy backtest a currency pair using this condition. Much appreciated any
help.

QuantShare
2015-02-03 03:03:08

Hi,

You could use the "GetSeries" function to reference another symbol (stock market index for example)

Using the formula editor this can be translated into:

s = getseries("SYMBOL", close);
a = s > sma(s, 30);
buy = a;

You can also add that using the wizard, by adding the "Getseries" function in the first line then adding the moving average in the second line and in the "Param" control click on "+" to select the "Getseries" again: sma(getseries("SYMBOL", close), 30)

alec
2015-02-03 17:27:37

cheers!!!

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