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To anyone that can
help,
I have created a
composite index using ATC function. When my system gives a buy I want to
buy a basket of six stocks and when I get a sell I want to sell the six stocks
based on the composite index signal. My problem is that the trades are not taken
on the correct dates based on when my composite index is giving the signal.
I thought I had made this possible by referencing the composite index through
the foreign function when necessary all the way through the code. Instead, my
filter of the six stocks that I select on the backtest is being bought when the
system gives a signal on each of the six stocks individually. Basically the
stocks are giving the signal and not the composite I created. Position size in
correct, so no problem there. Can someone at least point me in the
right direction to find information on resolving this issue.
Thanks,
Erik Skyba
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