Using two datasets in a strategy

Author: dankimel

Creation Date: 6/7/2013 10:05 AM

Wealth Lab » Wealth-Lab Developer/Pro » Using two datasets in a strategy

dankimel

6/7/2013 10:05 AM

I believe I've seen that you can use two different datasets in the same strategy.

For example, you might use dataset1 for going long in your strategy, while using dataset2 for going short.

Can you tell me how to do this, or show me where the directions are?

Thanks.

Eugene

6/7/2013 10:19 AM

One can't use multiple DataSets in one Strategy. What we can do instead is:

* Use external symbols' data from other DataSets
* Combine symbols from multiple DataSets into one using the Watchlist provider
* Treat subset of symbols from real DataSets as virtual "DataSets" for going long/short (by coding a simple routine)
* Add two copies of a strategy to a new Combination Strategy, and assign two DataSets - one for going long and another for going short

sedelstein

9/12/2013 5:14 PM

Hello Eugene

Can you point to an example of

QUOTE:
Treat subset of symbols from real DataSets as virtual "DataSets" for going long/short (by coding a simple routine)

if possible.

Searching I found this http://www.wealth-lab.com/Forum/Posts/How-to-create-a-DataSet-with-subset-of-symbols-from-another-DataSet-32701 but isn't quite the same as what you mention above.

Thank you

Eugene

9/13/2013 1:22 AM

Steve,

The logic behind it is so evident that there's no example. Suppose you have a combined big DataSet that includes symbols for going long/short. By querying the Bars.Symbol property and comparing it against a list (either inline or in external file etc.), your strategy decides whether to go long or go short on current symbol.

sedelstein

9/13/2013 7:59 AM

Okay

No worries. I actually discovered I could use alert.Type which works as well. and that the canned "Weak-stock rotation" might be helpful as well

Thanks