Is there a way to put system A on hold if system B is ion the market?

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03/31/2022 at 4:53 PM #190873 quote

Lucky1
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I have strategies that are highly correlated to each other and progressively add to positions that account for more than 50% account equity.

Therefore, there is a risk that strategy (asset/instrument) A could be in a trade at the same time as strategy B, with a chance that both strategies would require more than 50% capital at the same time.

This would be a disaster, the only way around it in my mind is for strategy A(B) to be on hold if strategy B(A) is currently on market.

Is there any way to perform this in PRT?

Thanks for the help.

03/31/2022 at 5:14 PM #190874 quote

robertogozzi
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Master

No, each strategy is unaware of other strategies. They cannot communicate with one another.

The solution, since you don’t want to have both of them trading at the same time, is to assemble them so to make a single strategy with multiple sub-strategies (entry points, each with different setups).

You can read an example here https://www.prorealcode.com/topic/max-positions-per-strategy-in-multi-strategy-code/#post-171793.

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03/31/2022 at 5:15 PM #190875 quote
robertogozzi
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Master
You only need to change line 1, setting it to FALSE
```
DEFPARAM CumulateOrders = FALSE
```
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Is there a way to put system A on hold if system B is ion the market?

General Trading: Market Analysis & Manual Trading

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Lucky1 @lucky1 Participant

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This topic contains 2 replies,
has 2 voices, and was last updated by robertogozzi
3 years, 10 months ago.

Topic Details

Forum:	General Trading: Market Analysis & Manual Trading
Language:	English
Started:	03/31/2022
Status:	Active
Attachments:	No files

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