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Hi there,
I was hoping someone would be able to point me in the right direction......
I have written a strategy for back testing in EFS, which I would now like to call from another EFS that I'm planning to build. I am new to programming so need some pointers in the logistics etc on how to achieve this.
As per the norm, in order to generate my back test reports, I run my code on the specific chart and pull up the report. However, in reality I will be trading this strategy in 4 or 5 different markets at the same time, so I would like to alter my code to be specific for each market, combine them into one EFS then run the back tests across everything. This will allow me to implement daily PnL risk limits etc incorporating trading in all markets.
I have briefly looked at "function libraries" and calling DLL files etc, but have no idea if this is the right approach? Currently my code contains such syntax as " if (high(0) > X) " and I'm considering using the sym function to specify the market, then essentially copy and pasting the code to cover all markets in the same efs, but as the original code is just shy of 1000 lines Im thinking this may be terribly inefficient?
If anyone can push me in the right direction with how to approach this, it would be hugely appreciated!!
Many thanks!
I was hoping someone would be able to point me in the right direction......
I have written a strategy for back testing in EFS, which I would now like to call from another EFS that I'm planning to build. I am new to programming so need some pointers in the logistics etc on how to achieve this.
As per the norm, in order to generate my back test reports, I run my code on the specific chart and pull up the report. However, in reality I will be trading this strategy in 4 or 5 different markets at the same time, so I would like to alter my code to be specific for each market, combine them into one EFS then run the back tests across everything. This will allow me to implement daily PnL risk limits etc incorporating trading in all markets.
I have briefly looked at "function libraries" and calling DLL files etc, but have no idea if this is the right approach? Currently my code contains such syntax as " if (high(0) > X) " and I'm considering using the sym function to specify the market, then essentially copy and pasting the code to cover all markets in the same efs, but as the original code is just shy of 1000 lines Im thinking this may be terribly inefficient?
If anyone can push me in the right direction with how to approach this, it would be hugely appreciated!!
Many thanks!
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