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PostPosted: Mon Nov 09, 2015 6:45 pm 
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Joined: Wed Apr 27, 2005 4:41 pm
Posts: 609
Location: Helsinki, Finland
Hi,

I've added a second strategy onto to the same level of the default 'mystrategy'. But what should I do to get that included in the backtesting as well? (With OQ this was a piece of cake, but with OQ2014 I'm lost).

The other option would be to include my other strategy into 'mystrategy', but I have the same issue there as well. I don't know how to add it to the backtesting.

(Maybe a short chapter on working with multiple strategies in one of the guides would be good to have, from the perspective how to get this done with the IDE as well.)

Thx,
Eelofi


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PostPosted: Mon Nov 09, 2015 7:31 pm 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6817
Hi,

you just create a strategy (a metastrategy in OQ terminology) and add your strategy 1 and strategy 2 to this (meta)strategy. Then start backtest for meta(strategy). That's it.

Regards,
Anton


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PostPosted: Mon Nov 09, 2015 7:48 pm 
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Joined: Wed Apr 27, 2005 4:41 pm
Posts: 609
Location: Helsinki, Finland
Yes,

a metastrategy would be fine, that I would understand - you had such setup in one of the old, old QD versions.

But now if I take file - new - solution, I get:
- SmartQuant Instrument Strategy Solution
- SmartQuant Strategy Solution
- SmartQuant Sell Side Strategy Solution
- Empty Solution
- Class Library
- Console Application

Which one of these is a Metastrategy?

Thx,
Eelofi


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PostPosted: Mon Nov 09, 2015 10:06 pm 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6817
OQ2014 solution is a normal MSVS solution, so you can take a signle strategy solution from templates or just open an empty solution and add a metastrategy and two strategies in the scenario file and then two files for strategies 1 and 2. Metastrategy can be just a Strategy - no need to inherit a new class.

Regards,
Anton


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PostPosted: Mon Nov 09, 2015 10:23 pm 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6817
PS. By the way this process is discussed in Developing Algo Trading Strategies with OQ2014 doc in the strategy trees chapter.


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