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Hi all
Firstly thanks to everyone who responded to my eSignal/TS 2ki query.
As things currently stand it looks like I can use them together but I'll
have to close down and re-start GS prior to the nightly download as
eSignal's Data Manager isn't connecting automatically.
I'm not sure whether the data is so much cleaner than Historybank as to be
worth the trouble.
Anyway, here's what I'm really asking today.
Is it possible to code Easy Language to test an inter-contract spread.
Here's an example scenario. My system says go long, but I want to enter a
low risk spread position. So instead of an outright long position, I want to
enter a spread order that buys the nearby and sells a forward contract for
the same market.
But I want to test how this strategy would have performed in the past. Can I
get EasyLanguage to somehow reference the appropriate contracts in one piece
of code rather than individually test every historical contract?
Thanks again
Jerry
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