Create a large amount of custom ratios

Create a large amount of custom ratios

austin
2015-05-27 12:36:14

Hi.

If I had a list of pairs in excel that I would like to create custom ratios for (Upwards of 5000 correlated pairs) in the POT/MOS type format, how would I do this quickly without having to create an individual composite for each pair?.

I would like to backtest the ratios, which is why I need to create so many of the custom tickers for each ratio.

Any help is much appreciated. Thanks.

QuantShare
2015-05-28 11:30:55

You should use the script editor for that (Tools -> Script Editor)
Read the file, loop through each line and create a composite for each one.

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