Hi,

I've had a look through here but cannot find anything saying whether it is possible to utilize 2 datasets in a strategy.

The general idea for the strategy is to run a trend following system that at each bar determines which long and short positions to exit. It then runs it's short criteria over one dataset and the long criteria over another dataset, which creates a list of potential long and short positions. These are then combined and prioritised so the strategy can select the "best" position to take from the potential long and short positions.

So my question is simply is it possible to read in 2 separate datasets and use them in this manner and if so, can anyone give me some pointers?

Many thanks

Hi,

There is no WatchListSelect analogue like was in WL4, but there are some possibilities. For example, the 2 systems could be put in Strategy Monitor to run on 2 different DataSets and made to save their output to disk file. Then, the main strategy would pick up the files, read the signals and massage them any way you like. As an alternative to using SM, systems could be executed directly (e.g. as a part of saved workspace), and their candidate lists could be saved in WL's global memory.

Thanks Eugene, I will give those a go