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Hi everyone,
I'm an experienced developer (VB) but fairly new to TS2000i.
I'm developing a "pairs trading" system for some folks in Chicago, and have
2 basic challenges.
1. Is there anyway to get TS to buy/sell the "Data2" stock (for spreads)?
2. Since we want to test a large number of strategies against a large
universe of possible pairs, is there any way to automate the process?
Right now I'm creating charts with the selected pairs "by hand," sending the
test output to a CSV file and doing the analysis in excel.
I'm spending a large amount a time just creating pair charts,
applying/deleting 10 strategies, then creating the next pair chart.
For a system that touts itself as a "backtesting" system I would have
thought that it would at least have MACRO capabilities to automate simple
procedures.
Any thoughts would be greatly appreciated.
Thanks
Chris
PS. Has anyone used VB to automate TS?
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