Multi-Symbol Trading Strategy Scripts

Multi-Symbol Trading Strategy scripts are used for simultaneously trading a group of symbols from a single strategy instance. Common use-cases include pair trading strategies, basket trading strategies and dynamic index strategies, all of which need to evaluate multiple symbols at the same time in order to make trading decisions.

How To Scripts

# Language Name
1 Python How to Accept a Signal as a Parameter
2 Python How to Accept an Indicator as a Parameter
3 Python How to Create and Use a Signal
4 Python How to Create and Use an Indicator
5 Python How to Process Multiple Symbols

System Scripts

# Language Name
1 C# Combining Momentum Effect with Volume
2 Python Combining Momentum Effect with Volume - Python
3 C# Long X Symbols for Y Bars
4 Python Long X Symbols for Y Bars - Python
5 C# Momentum and State of Market Filters (MOM)
6 Python Momentum and State of Market Filters (MOM) - Python
7 C# Momentum and State of Market Filters (ROC)
8 Python Momentum and State of Market Filters (ROC) - Python
9 C# Momentum Combined with Volatility Effect in Stocks
10 Python Momentum Combined with Volatility Effect in Stocks - Python
11 C# Momentum Effect in Stocks (MOM)
12 Python Momentum Effect in Stocks (MOM) - Python
13 C# Momentum Effect in Stocks (ROC)
14 Python Momentum Effect in Stocks (ROC) - Python
15 C# Momentum-Short Term Reversal
16 Python Momentum-Short Term Reversal - Python
17 C# Normalized Trend Following
18 Python Normalized Trend Following - Python
19 C# Paired Switching
20 Python Paired Switching - Python
21 C# Reversal Combined with Volatility Effect in Stocks
22 Python Reversal Combined with Volatility Effect in Stocks - Python
23 C# Seasonality Effect based on Same-Calendar Month Returns
24 Python Seasonality Effect based on Same-Calendar Month Returns - Python
25 C# Short X Symbols for Y Bars
26 Python Short X Symbols for Y Bars - Python
27 C# Short-Term Reversal Strategy in Stocks
28 Python Short-Term Reversal Strategy in Stocks - Python
29 C# Vix Predicts Stock Index Returns
30 Python Vix Predicts Stock Index Returns - Python
31 C# Volatility Effect in Stocks
32 Python Volatility Effect in Stocks - Python