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Hello All.
I'd like to evaluate a futures strategy that requires that I have the
back-adjusted price series for a given contract as data1 in a chart and the
unadjusted series as data2. My trading strategy on data1 needs to refer to
data2 for some calculations.
My problem is this: Is there a way to use chart scanner/workspace assistant
to "loop over" a large set of futures? Here's what I've tried: I created
3rd party directory symbol lists for the two sets named "BackAdjFuts"
(contains adjusted data series from Genesis called AD67, BO67, C67,...) and
"SpotFuts" (contains unadjusted data series from Genesis called AD57, BO57,
C57, ...). I then created and saved my chart w/ data1 = AD67 (Aussie
dollar) chosen from BackAdjFuts and data2 = AD57 from SpotFuts. So far, so
good. The problem is that when I run workspace assistant set to scan all
price data in 3rd Party Directory Symbol Lists it runs through AD67, BO67,
C67,... for data1 but leaves data2 as AD57. Any idea how to automate the
scan such that data1 and data2 are looped over "in lockstep" w/ AD67 paired
w/ AD57, BO67 paired w/ BO57, etc.?
Thanks in advance for any help.
Alex
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