Coding Spread strategies
Created at 07 Feb 2020, 10:13
DA
Coding Spread strategies
07 Feb 2020, 10:13
Hi
I am trying to backtest a spread strategy on ctrader.
Unfortunately, I am struggling with the c# implementation in c-trader.
I want to achieve something like this:
Spread = EURUSD - AUDUSD
If upper Bollinger bands of spread <= current spread value
Then sell market
If pos >0 then close pos
And vice versa
I would need to run 2 versions of this strategy for each symbol (first leg on EURUSD, second leg on AUDUSD)
Can you help me out or give some sample code?
Sincerely,
David Sanchez