SmartQuant Discussion

Automated Quantitative Strategy Development, SmartQuant Product Discussion and Technical Support Forums
It is currently Sat Feb 24, 2024 6:22 am

All times are UTC + 3 hours




Post new topic Reply to topic  [ 3 posts ] 
Author Message
PostPosted: Sat Jan 22, 2011 11:32 am 
Offline

Joined: Sat Jan 22, 2011 1:40 am
Posts: 73
Hello,

I just started using OpenQuant and I created a project(strategy) with 860 instruments.
I think that in real time trading the strategy will be running for each instrument in the loop for all instruments.

Is it possible to change it. I want to run strategy once and have a loop for all instruments in events OnBarOpen() ...

I am sorting instruments on every bar and I want to do it just 1 time per bar.

Thank you very much,
Paul.


Top
 Profile  
 
PostPosted: Sat Jan 22, 2011 12:23 pm 
Offline

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

perhaps this FAQ may help

viewtopic.php?f=64&t=6566

Regards,
Anton


Top
 Profile  
 
PostPosted: Sat Jan 22, 2011 1:11 pm 
Offline

Joined: Sat Jan 22, 2011 1:40 am
Posts: 73
Anton,

Thank you very much. I think I will use Global to populate values and then I will use sortedArray .

Regards,
Paul.


Top
 Profile  
 
Display posts from previous:  Sort by  
Post new topic Reply to topic  [ 3 posts ] 

All times are UTC + 3 hours


Who is online

Users browsing this forum: No registered users and 5 guests


You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum

Search for:
Jump to:  
cron
Powered by phpBB® Forum Software © phpBB Group