SmartQuant Discussion

Hi,

How to initialize strategy portfolio when start strategy, with or without information from brokers?

Thanks very much.

Hi,
in case of new(your own) portfolio.
When you create it with framework, it will be initialized automatically.


Portfolio of strategy will be initialized on starting.

Broker information can not be automatically filled in portfolio.

So it is not possible to initialize strategy with already existed positions/fills?

For example, I would like to run a simple turtle strategy on ES. I already has 3 unit of ES in my account and the turtle strategy should take maximum 1 more unit ES (Turtle takes max 4 units position on one side). Is it possible to tell strategy it should consider having 3 units already when initialing it?

I know that a strategy can be recovered with StrategyPersistence. But how about if the strategy state changed outside of OQ?

Thanks.

I not sure that it can be implemented.

You can play around Portfolio.Add(ExecutionReport) or Position.Add(Fill)

I tried, but strategy.Portfolio is null after strategy initialized and instrument added.

What type of strategy do you tested?
For type Strategy the portfolio is creating during initialization, so you can check it OnStrategyInit event.

I am using InstrumentStrategy

InstrumentStrategy have same behavior as Starategy.

So, during OnStrategyInit event, portfolio already created and cannot be null

Thank you very much.

I thought strategy will get initialized right after created and before scenario started.