Two Symbols During Backtest

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Edward01
Last seen: 2 days 8 hours ago
Joined: 08/09/2018 - 10:41
Two Symbols During Backtest

If we are comparing the closings of two separate symbols during a backtest, say the ES and the VIX.... how do we identify the second symbol? So, If I have
(Close > Open)and..... For the main symbol (ES), it will assume this without me telling it (ESH4) or whatever.
Then, I want to say The VIX is > "X".
(Close > 15.25) for example... how do I tell it the second symbol I have loaded on the chart? Do I type the VIX symbol or use Data 2 as an identifier, etc? Hopefully this makes sense.
Tks

0
Eddy_F
Last seen: 3 months 1 week ago
Joined: 07/30/2014 - 16:18
Hi Edward,

Hi Edward,
you need to use the MPD token (see screenshot below) inside your signal definition
If you have a rule in your ES backtest such as "CL > CL.1 and MPD > 15"
then the CL will always refer to your main backtested instrument and MPD > 15 will be equivalent to VIX >15, assuming that you use your VIX instrument symbol in the mix ticker pop up menu (not sure which one you use, there are several instruments possible for the VIX)
Eddy

Edward01
Last seen: 2 days 8 hours ago
Joined: 08/09/2018 - 10:41
Super simple and right in

Super simple and right in front of me the whole time, makes total sense. Tks Eddy!