- ago
Hi everyone,
is there a good way on how to give one entry block priority over another? i.e. only if there are not enough signals from entry block A the second block shall fill up to increase exposure.
Many thanks
Damo
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Cone8
 ( 6.58% )
- ago
#1
It's hard to tell what you mean exactly, but it's not about priority. What's the strategy?
If there are multiple conditions, then you "AND" them by stacking. If it's either/or, then put an OR Divider between them. Adding conditions to a Multi-Condition Group is another way to play with logical groups.

If that doesn't answer it, give a specific example.
0
- ago
#2
Hi Cone,

thanks for your prompt reply. I'll try to make it more explicit. I have a building block strategy (one entry block with multiple AND conditions and two exits - time and take profit) with nice performance / DD ratio. The exposure is at only 65% so I was thinking to add a second block (i.e. OR) "filling" the signals up to getting closer to 100% exposure. Now do I not want the other logic interfering with my first block too much - so I was thinking if there is any way how I could give signals for the first block priority over signals form the second block. So the strategy always buys signals from block 1 first and only if there is still open positions to be filled taking signals from the second block. I first was thinking the "open positions count" could help but apparently this is referring to single symbols and not the position sizing. Second idea is to work with different periods of the transaction weight or testing with lowest / highest sorting of the transaction weight. Was just wondering if there is a solution to this already at hand before starting with experimentation.

Thanks and best regards,
Damian
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Cone8
 ( 6.58% )
- ago
#3
Adding another Buy / Sell group of blocks, essentially adds another separate strategy. Even with "Single Position" selected, each Buy/Sell group will manage its own "Single Position".

You said you didn't want the other logic interfering - it won't.
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