On my data, the data company provide the data of weight of supply/demand of stocks under the form of another stock, which is Open() = volume of Supply orders, CLOSE() = volume of Demand orders, VOLUME() = number of sell orders and OI() = number of buy orders.
For example: The name of a stock is ATA and the data of supply/demand would be ATA_CC (or it would be like BBC and BBC_CC) and the chart of BBC_CC is looked like this:
I would like to add parameters related to Supply/Demand data to the back testing section but I couldn’t find a way to connect 2 different stocks (E.g ATA and ATA_CC) and automatically change when the back testing is processing another stocks. I tried the GETDATA() function but it can only get data from one code (normally the Index code) and cannot dynamically change during backtest. I also tried the SECURITY() function and several ways to add strings “_CC” into the scripting box but none of those worked.
Please help me with this.
Thank you guys so much.