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

Forums ProRealTime English forum General trading discussions Is there a way to put system A on hold if system B is ion the market?

Currently, there are 0 users and 1 guest visiting this topic.
View all attachments
Viewing 3 posts - 1 through 3 (of 3 total)
  • #190873 Report

    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.

     

    #190874 Report

    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.

     

    1 user thanked author for this post.
    #190875 Report

    You only need to change line 1, setting it to FALSE

Viewing 3 posts - 1 through 3 (of 3 total)

Create your free account now and post your request to benefit from the help of the community
Register or Login