SmartQuant Discussion
http://www.smartquant.com/forums/

multiple strategies on a single instrument
http://www.smartquant.com/forums/viewtopic.php?f=59&t=9183
Page 1 of 1

Author:  dvnkng [ Fri May 20, 2011 8:55 am ]
Post subject:  multiple strategies on a single instrument

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

Author:  Dr. Anton Fokin [ Fri May 20, 2011 9:27 am ]
Post subject:  Re: multiple strategies on a single instrument

Sure.

Author:  dvnkng [ Fri May 20, 2011 5:32 pm ]
Post subject:  Re: multiple strategies on a single instrument

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 !

Author:  Dr. Anton Fokin [ Fri May 20, 2011 10:05 pm ]
Post subject:  Re: multiple strategies on a single instrument

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

Author:  ericwang [ Tue Dec 25, 2018 8:15 am ]
Post subject:  Re: multiple strategies on a single instrument

Dr. Anton Fokin wrote:
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


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?

Author:  skuvv [ Tue Dec 25, 2018 9:58 am ]
Post subject:  Re: multiple strategies on a single instrument

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);

Page 1 of 1 All times are UTC + 3 hours
Powered by phpBB® Forum Software © phpBB Group
https://www.phpbb.com/