ProxyEntry

ProxyEntry(close, price1, price2, proxy1, proxy2, spread)

Parameters:

close - closing price

price1 - closing price of the first instrument in the pair, entered as other instrument data

price2 - closing price of the second instrument in the pair, entered as other instrument data

proxy1 - actual closing price of the instrument that is being predicted

proxy2 - predicted closing price

spread - the amount of spread between proxy1 and proxy2 at which must occur before a trade is entered (this may be optimized)

It doesn’t matter which stock is designated as Price1 and which stock is designated as Price2, but it is important that the same stocks be listed in the same order on all of the Long Entry, Long Exit, Short Entry and Short Exit conditions. The same applies to Proxy1 and Proxy2.  Listing the stocks in alphabetical order may help you remember the order.

Both the ProxyEntry and ProxyExit conditions may not be combined with other rules or trailing or protective stops.

For more information on creating a proxy trading system, refer to Pair Proxy Trading Implementation in NeuroShell Trader.