View Full Version : More than one strategy assigned to a single instrument
08-28-2007, 08:34 PM
Can more than one strategy be assigned/started for a single instrument? Will the orders from those strategy be kept seperate? My order tab does not show the name of the strategy in "Strategy ID" field that caused the order to be placed?
08-29-2007, 12:11 AM
>> Can more than one strategy be assigned/started for a single instrument?
>> Will the orders from those strategy be kept seperate?
>> My order tab does not show the name of the strategy in "Strategy ID" field that caused the order to be placed?
It holds the strategy name for orders on ATM strategies but not NS strategies
08-29-2007, 06:43 AM
My issue is with NS strategies. I have started three different strategies from Strategy tab and assigned to a single instrument ($EURJPY). The orders from these strategies are conflicting with each other. If I get a buy signal from one strategy a long position is opened but if the other strategy kicks out a short signal, the sell order from this strategy cancel the previously opened long positon and I get end up with flat position.
If it is possible to run multiple NS strategies on a single instrument, what changes I need to make to the code?
08-29-2007, 07:00 AM
The behaviour you described is expected. You can run separate strategies on on a single instrument but they are truly independant. StrategyA can be long 1, and then StrategyB can be short1 resulting in a net flat position in your actual account.
If you want to run multiple strategies that are dependant on each other, where if one is long any signals in other strategies should be ignored, this is NOT supported.
You could code all your strategies in one strategy so that they are dependant.