0 registered members (),
1,173
guests, and 0
spiders. |
Key:
Admin,
Global Mod,
Mod
|
|
|
Instrument specific indicators?
#428420
08/27/13 10:00
08/27/13 10:00
|
Joined: Aug 2013
Posts: 28 --Select a State--
CL1
OP
Newbie
|
OP
Newbie
Joined: Aug 2013
Posts: 28
--Select a State--
|
Hi, I am new to Zorro and find it to be very impressive! I create strategies for trading currencies, using 8 major pairs.
I create my own indicator, called "SSI", which I is constructed from all currency pairs and is not generic: the pairs to use and formula for each have to be hard coded. So far, I am unsure how to create indicators that require specific currency pairs or how to call them, as Zorro appears to create generic indicators.
1) How do I create an indicator that uses each of 8 currency pairs, but is individual to each of these pairs? For example, in Python I have been using:
dict={"EUR/USD", "EUR/CHF", etc} for currency in dict: dataframe["SSI_"+str(currency)] = my calculation based on currency
Then, later I loop through the currency dictionary and inspect the value of SSI in the main trading portion.
2) If one could do this, how would one refer to the specific currency of interest with respect to the indicator? Meaning, if I have a EUR/USD strategy, how could I insist on using "SSI_EUR/USD" as in the Python example? It would be fine to have individual strategies created for each of the 8 pairs, but I am unclear how to refer to the appropriate variable.
Thanks for any help you can provide. I am quite sure this is possible, and for my strategies there are other variables that are generic that have to be optimized per currency pair, so solving this is a necessary first step.
Best, /CL
|
|
|
|