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| Strategy Development Support for the development of custom automated trading strategies using NinjaScript. |
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08-15-2010, 03:00 PM
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Join Date: Jul 2010
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Multiple strategies on the same instrument?
I've developed a couple of strategies that I'd like to run on ES at the same time. Ideally, I'd rather not combine them into one script, but keep them separate.
What kind of issues am I looking at? I.e.,, If the second strategy gets a buy signal while the first strategy is already in a position. I also don't want to close a position if strat #1 is long, and the second strat gets a short signal. Just wondering what kind of problems I could be looking at and how to work around them. Also, when you check the market.position within a script, are you getting a result from that script position only? |
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