Identify minimal order size per financial instrument

mr blue · 2020-11-11T14:42:30+00:00

Hi there! I wrote a strategy that I would like to apply to different financial instruments. The only thing which would vary is the minimal positionsize per instrument. How can I automatically get this information out of the system? Or is there a way to configure an input value for a running strategy? Otherwise I would have to copy & modify the strategy for every instrument. What I really don’t like. I prefer “write once – run on many” Thanks for any help

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11/11/2020 at 3:42 PM #150139 quote

mr blue
Participant

Senior

Hi there!

I wrote a strategy that I would like to apply to different financial instruments. The only thing which would vary is the minimal positionsize per instrument.

How can I automatically get this information out of the system? Or is there a way to configure an input value for a running strategy?

Otherwise I would have to copy & modify the strategy for every instrument. What I really don’t like. I prefer “write once – run on many”

Thanks for any help

11/11/2020 at 3:50 PM #150141 quote

robertogozzi
Moderator

Legend

Unfortunately there’s no way to know that, other than visiting IG’s website or trying to place a manual order from their platform to see what it is.

Currently “write as many as you need to run” is the only solution.

11/11/2020 at 3:54 PM #150142 quote

nonetheless
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Master

With respect, I have never seen an algo that could be written once and run on many different instruments. Even if it ‘might’ get a result, that result can only be improved by optimizing separate algos for each. If your basic strategy is a winner then that’s work worth doing.

I don’t know of any means to automatically get min positionsize, esp as it varies between demo and live.

(as Roberto has confirmed)
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