How to tell if other systems are active in Combination strategy?
Author: kelvinyip
Creation Date: 1/4/2013 2:44 PM
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kelvinyip

#1

1/4/2013 2:44 PM

Is there anyway for me to put code in combination simulation to be able to tell if other child strategy is active before my current strategy takes a position ?

For example, I have strategy A and B in my combination strategy. I don't want strategy B to enter a trade is strategy A is current active or just got triggered today
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Eugene

#2

1/4/2013 3:11 PM

No, there isn't.

This question is a good candidate for our Combination Strategy Impressions, Suggestions thread, so I added it there for future. I suggest you call your Fidelity rep and pass on your Combo strategy enhancement request.
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kelvinyip

#3

1/4/2013 3:30 PM

thx.
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Cone

#4

1/4/2013 5:19 PM

Interaction between child strategies that could influence trading decisions in another child strategy just does not (and will never) exist- it's out of scope for the architecture of Combination Strategies. The only practical option is to program both strategies in the same script.
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Eugene

#5

4/21/2013 3:00 AM

This might help: WealthScript Techniques | MultiSystem, or Calling a Strategy From Another
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