Generate Signals using Watchlist as opposed to a Symbol

AFL Programming
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#1

Hi,

I got an algorithm which works fine when applied to one Symbol. I managed to create AutoTrading system using this logic and Symbol with the help of IB Controller.

Now, I created a Watchlist of 5 heavily correlated stocks with this symbol. I would like to extend my AutoTrading system to this Watchlist (as opposed to one Symbol) such that Symbol (from the watchlist) with earliest Signal can be auto traded.

I am able to do the backtesting with Portfolio feature but am clueless as to how can i extend my auto trading system to this watchlist.

Greatly appreciate your guidance in the right direction.

Thanks,
Prasanth.

#2

Hi Prasanth,

You may go through this to understand why members here would need more information to help you.