would it be possible to implement a hedging option? So - in a long only system to implement a short trade option on a freely selectable symbol (SPY etc.) in parallel.
And then determine the% of equity of the hedge (how much% I want to hedge and whether I let the hedge run over the lever or not hedge - and thus of course "take away" money from long trades).
of course - hedging via future etc. would be better, but at least it would be easier to map with a classic equity symbol like "SPY".
And then determine the% of equity of the hedge (how much% I want to hedge and whether I let the hedge run over the lever or not hedge - and thus of course "take away" money from long trades).
of course - hedging via future etc. would be better, but at least it would be easier to map with a classic equity symbol like "SPY".
Rename
Check out "Pairs trading" in the Sample Strategies folder.
Thanks. But unfortunately it is coded. So for the classic user like me (and many others) not usable. Please consider if there is an option to do this for the blocks.
Well, Blocks let you operate with external symbols with the tools like "Indicator symbol" qualifier and SymbolInd / SymbolData indicators.
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