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multiple strategies on a single instrument

Moderators: Alexei Kurov, Dr. Anton Fokin

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dvnkng

Post subject: multiple strategies on a single instrument

Posted: Fri May 20, 2011 8:55 am

Joined: Wed May 11, 2011 4:03 pm
Posts: 12

Hi, Can you run multiple strategies on a single instrument in openquant? Thanks

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Dr. Anton Fokin

Post subject: Re: multiple strategies on a single instrument

Posted: Fri May 20, 2011 9:27 am

Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6817

Sure.

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dvnkng

Post subject: Re: multiple strategies on a single instrument

Posted: Fri May 20, 2011 5:32 pm

Joined: Wed May 11, 2011 4:03 pm
Posts: 12

If I have a trend following strategy in 5min bar and a mean reversion strategy in 10min bar for a single instrument, how does oq distinguish b/w trend following strategy signal and mean reversion signal ? Is there any example code ? Thanks !

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Dr. Anton Fokin

Post subject: Re: multiple strategies on a single instrument

Posted: Fri May 20, 2011 10:05 pm

Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6817

These will be two different (startegy) projects in one solution, i.e. two different objects and two different code files. Two different strategies.

Though perhaps I don't completely understand your question.

Regards,
Anton

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ericwang

Post subject: Re: multiple strategies on a single instrument

Posted: Tue Dec 25, 2018 8:15 am

Joined: Thu Feb 05, 2015 11:15 am
Posts: 39

Dr. Anton Fokin wrote:

Hi,

I found if multiple strategies run on one instrument, there is only one chart displayed. All indicators from different strategies will be shown on one chart. Is there any way to separate information from different strategies?

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skuvv

Post subject: Re: multiple strategies on a single instrument

Posted: Tue Dec 25, 2018 9:58 am

Joined: Wed May 05, 2010 9:49 pm
Posts: 583

Hello dvnkng,
you can use the property of the group "SelectorKey" and it will allow you to separate charts.
Eg for situation with one instrument in two strategies,
in strategy1:

Code:

         Group("Bars", "Pad", 0);
         Group("Bars", "SelectorKey", "strategy1" + Instrument.Symbol);

in strategy2:

Code:

         Group("Bars", "Pad", 0);
         Group("Bars", "SelectorKey", "strategy2" + Instrument.Symbol);

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