Gamestudio Links
Zorro Links
Newest Posts
Blobsculptor tools and objects download here
by NeoDumont. 03/28/24 03:01
Issue with Multi-Core WFO Training
by aliswee. 03/24/24 20:20
Why Zorro supports up to 72 cores?
by Edgar_Herrera. 03/23/24 21:41
Zorro Trader GPT
by TipmyPip. 03/06/24 09:27
VSCode instead of SED
by 3run. 03/01/24 19:06
AUM Magazine
Latest Screens
The Bible Game
A psychological thriller game
SHADOW (2014)
DEAD TASTE
Who's Online Now
5 registered members (AndrewAMD, Nymphodora, Quad, TipmyPip, Imhotep), 852 guests, and 5 spiders.
Key: Admin, Global Mod, Mod
Newest Members
sakolin, rajesh7827, juergen_wue, NITRO_FOREVER, jack0roses
19043 Registered Users
Previous Thread
Next Thread
Print Thread
Rating: 5
Trading list of asset pairs #478802
12/21/19 08:22
12/21/19 08:22
Joined: Dec 2019
Posts: 5
D
deepscreener Offline OP
Newbie
deepscreener  Offline OP
Newbie
D

Joined: Dec 2019
Posts: 5
I would like to implement a pairs trading using a list of pairs. I could not find a good way how to loop over the list of pairs. Is it possible to use multiple assetlists - an assetlist per pair? Or should I just hardcode the asset pairs in arrays and iterate over those arrays? What would be the best way to achive my goal in Zorro?

Re: Trading list of asset pairs [Re: deepscreener] #478804
12/21/19 12:11
12/21/19 12:11
Joined: Feb 2017
Posts: 369
D
Dalla Offline
Senior Member
Dalla  Offline
Senior Member
D

Joined: Feb 2017
Posts: 369
Check out this article on RW, there's an example implementation for pairs trading in Zorro

https://robotwealth.com/pairs-trading-zorro/

Re: Trading list of asset pairs [Re: Dalla] #478805
12/21/19 14:33
12/21/19 14:33
Joined: Dec 2019
Posts: 5
D
deepscreener Offline OP
Newbie
deepscreener  Offline OP
Newbie
D

Joined: Dec 2019
Posts: 5
I know this script. Does not help because it deals with one pair. The question was about multiple pairs.

Re: Trading list of asset pairs [Re: deepscreener] #485368
03/01/22 18:08
03/01/22 18:08
Joined: Dec 2021
Posts: 7
B
budfox Offline
Newbie
budfox  Offline
Newbie
B

Joined: Dec 2021
Posts: 7
Hey deepscreener,

I was wondering if you made any progress on the project and if so could share them?

I'm currently working on a similar concept but the implementation was rather ugly from a logical / structural standpoint.

Re: Trading list of asset pairs [Re: deepscreener] #485372
03/02/22 09:23
03/02/22 09:23
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
It it's only about keeping pairs together, loop over pair names separated by some delimiter character, like "STOCK1|STOCK2", then parse the ticker names out of the pair name.


Moderated by  Petra 

Gamestudio download | chip programmers | Zorro platform | shop | Data Protection Policy

oP group Germany GmbH | Birkenstr. 25-27 | 63549 Ronneburg / Germany | info (at) opgroup.de

Powered by UBB.threads™ PHP Forum Software 7.7.1