Cross-referencing for backtesting and algorithms?

Discussion in 'Trading' started by farmerjohn1324, Nov 17, 2020.

  1. Is there any way possible (other than by hand) to backtest across different assets? For example, let's say I only wanted to trade a certain Forex pair on days that the S&P did something specific.

    Or what about using different time frames? Such as using the same pair, but consulting data from the daily chart to make decisions of when to trade on the M15 chart?
     
  2. fan27

    fan27

    That is easy with any backtesting solution that supports multi-symbol strategies. It is trivial with https://quantterminal.com/ as it should be with any commercially viable solution.
     
  3. The only program I know is MetaTrader4.
     
  4. MarkBrown

    MarkBrown

    tradestation and multicharts will do all sorts of multi stream data scenarios.