If the strategy code are several different buy signals is possible for each of them assigned a different PosSizer from the script code?
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No. PosSizers are applied after the strategy has finished executing.
But look at it from the different angle: it's possible to have one PosSizer that applies different sizing to different buy signals. The most obvious way is make the PosSizer check the currentPos.EntrySignal property (assumes that trade signals should then have unique names assigned).
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No. You can select only one PosSizer to use when running a Strategy, but a single PosSizer can have logic to size differently based on anything - like a different signalName.
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single PosSizer can have logic to size differently based on anything - like a different signalName.
Do I have to build myself a PosSizer with this possibility?
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No. PosSizers are applied after the strategy has finished executing.
Was it worth to give the possibility to separate the strategies of independent portfolios of indenpendent position sizes to test at the same time (such as the Trading Blox can)? This will be similar to what we does in real trading, for example we can trade on the S&P 500 futures (or commodity portfolios) with a different position size and stocks portfolio in the other money managment at the same time.
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Do I have to build myself a PosSizer with this possibility?
Right. You may use the demo PosSizer code from the Wiki as a sample.
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Was it worth to give the possibility to separate the strategies of independent portfolios of indenpendent position sizes to test at the same time (such as the Trading Blox can)?
It would be a high-impact architectural change. Nonetheless, an enhancement request was entered for it quite long ago - something to consider when planning for a future version (if it doesn't conflict with the Fidelity business objectives).
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