Hey everyone, here is a beginners question:
I would like to implement 2 different strategies on the same Design Surface.
Depending on the market situation, I would like to use one or the other strategy.
But the sell orders mustn't get mixed up.
Example:
When the buy order of strategy 1 gets triggered, the sell order of strategy 1 has to be executed next when the conditions are fulfilled and not the sell order of strategy 2 by mistake, even if those conditions would be fulfilled before those of the sell order of strategy 1.
The sequence of the orders on the Design surface is currently:
Buy at Market - strategy 1
Sell at Marker - strategy 1
Buy at Market - strategy 2
Sell at Market - strategy 2
Is there a possibility in the Design Surface to bind the related buy and sell orders of the strategies to each other to make sure the sell orders don't get mixed up?
I would like to implement 2 different strategies on the same Design Surface.
Depending on the market situation, I would like to use one or the other strategy.
But the sell orders mustn't get mixed up.
Example:
When the buy order of strategy 1 gets triggered, the sell order of strategy 1 has to be executed next when the conditions are fulfilled and not the sell order of strategy 2 by mistake, even if those conditions would be fulfilled before those of the sell order of strategy 1.
The sequence of the orders on the Design surface is currently:
Buy at Market - strategy 1
Sell at Marker - strategy 1
Buy at Market - strategy 2
Sell at Market - strategy 2
Is there a possibility in the Design Surface to bind the related buy and sell orders of the strategies to each other to make sure the sell orders don't get mixed up?
Rename
There's no problem. It works just the way you want it to.
You'll have to be careful when trading live though making sure to exit only the number of shares on a per strategy basis. Fixed Value sizing works well for that.
You'll have to be careful when trading live though making sure to exit only the number of shares on a per strategy basis. Fixed Value sizing works well for that.
You can use a MetaStrategy for this.
You can use a MetaStrategy for this.
... but that's not required.
... but that's not required.
Thank you for the fast replies.
@Cone:
So as I understand your reply, there is an automatic link between the buy order and the subsequent sell order in the Design Surface already?
@Eugene:
Can the MetaStrategy be used, if I want to go 100% in on strategy 1 or on strategy 2?
(Depending on which conditions are met first.)
I thougt the weighting has to be specified in advance. For example 50%:50% or 30%:70%.
Can this distribution dynamically change?
@Cone:
So as I understand your reply, there is an automatic link between the buy order and the subsequent sell order in the Design Surface already?
@Eugene:
Can the MetaStrategy be used, if I want to go 100% in on strategy 1 or on strategy 2?
(Depending on which conditions are met first.)
I thougt the weighting has to be specified in advance. For example 50%:50% or 30%:70%.
Can this distribution dynamically change?
Yes, using the PositionTag parameter in PlaceTrade().
If you're interested how it works, you can see this by inspection of the C# code.
You didn't say that you were using 100% sizing, but you're correct. You allocate a % of starting capital to each strategy, so that would be a different result for 100% sizing without margin.
If you're interested how it works, you can see this by inspection of the C# code.
You didn't say that you were using 100% sizing, but you're correct. You allocate a % of starting capital to each strategy, so that would be a different result for 100% sizing without margin.
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