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