Spreading

[xoprofittaker]

I am trying to backtest a spreading strategy. Can both legs of the spread be placed into one strategy?? (buy the ES and an order to sell the NQ) Or do you have to create two strategies (one for the ES and one for the NQ) and run them seperately and then at the end manually add the two results togather??

If you have to run two seperate strategies is there anyway of putting both strategies into a strategy basket so the results get compiled by the computer into one total??

Thanks,

John

[ACM]

John
That strategy is not possible as the Back Tester cannot hold both a long and short position simultaneously. You will need to run the two strategies separately.
As to your second question that functionality is not available in the Strategy Analyzer at this time.
Alex

[xoprofittaker]

Are DLL files possible

Thanks Alexis,

Would it be possible to code the spread strategy outside of eSignal in VB or something and bring into eSignal for backtesting with a DLL file????

Thanks,

John

[ACM]

John
It may be possible but you would need to keep track of all the positions in the strategy yourself without using the Strategy Object (and consequently the Back Tester since it makes use of the Strategy Object).
Alex