Here's my scenario - I run multiple strategies simultaneously, each trading a single symbol. I would like to auto-place the orders in this system and I'm trying to determine if there's a way to weigh the orders when I come upon a possible NSF situation.
For example, if I have a 25% weighting for each strategy and the system delivers 5 trades. Is there a way the system can chose the best 4 based on weightings (or some other parameter)?
For example, if I have a 25% weighting for each strategy and the system delivers 5 trades. Is there a way the system can chose the best 4 based on weightings (or some other parameter)?
Rename
They are separate strategies?
Currently there's no way to weight them.
If all the logic was bundled into a single "mega" strategy then it would be possible.
This is something to consider for a future enhancement!
Currently there's no way to weight them.
If all the logic was bundled into a single "mega" strategy then it would be possible.
This is something to consider for a future enhancement!
Sounds good, Glitch - I'd support adding it to the request list.
I lay out the strategies in multiple windows on my main workspace. Is there some way to estimate what would fire first? For example, looking at the list under the "Window" dropdown, does the first window on that list calculate, or is it just random?
I lay out the strategies in multiple windows on my main workspace. Is there some way to estimate what would fire first? For example, looking at the list under the "Window" dropdown, does the first window on that list calculate, or is it just random?
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