linking 2 or more trading systems

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  • #161743 quote
    kevin12345
    Participant
    Average

    hi,

    is there a way i can link 2 or more systems trading the same instrument. example:

    trading system 1

    if not onmarket then
    buy 2 contract at market
    endif
    

    trading system 2

    if longonmarket then
    sellshort 1 contract at market
    endif
    

    the trading system 2 cannot detect if there a longs on the market.

    #161756 quote
    robertogozzi
    Moderator
    Master
    #161761 quote
    robertogozzi
    Moderator
    Master

    I’m afraid that link doesn’t work, that’s a copy of that post:

    You can assembly all of your strategies into a bigger file.

    “DEFPARAM CumulateOrders = false” will do the hard job!

    Of course you may need to name variables in different ways, say, a1s1 or cond1s1 for the first strategy, then a2s1/cond2s1….. a1s2/cond1s2 for the second strategy etc….

    You may name a variable StrategyID = 0 when NOT ONMARKET, then set it to any number you want each buy/sell is executed so you know which strategy was triggered.

    Example:

    DEFPARAM CumulateOrders = False                                 //Only 1 trade at a time
     
    IF NOT OnMarket THEN                                            //Make sure you reset this variable to ZERO when not trading
       StrategyID = 0
    ENDIF
    //-----------------------------------------------------------------------------------------------------------------
    IF (StrategyID = 0) OR (StrategyID = 1) THEN					//Strategy 1
       s1.... = ......
       .
       .
    ENDIF
    //-----------------------------------------------------------------------------------------------------------------
    IF (StrategyID = 0) OR (StrategyID = 2) THEN					//Strategy 2
       s2Avg = Average[20](close)
       s2Rsi = Rsi[14]
       .
       .
       .
       //************************************************************************
       //                                 LONG
       //************************************************************************
       IF close CROSSES OVER s2Avg  THEN
          StrategyID = 2
          SET TARGET PPROFIT 20
          SET STOP PLOSS     10
          BUY nLots CONTRACT AT MARKET
       ENDIF
       //************************************************************************
       //                                 SHORT
       //************************************************************************
       IF close CROSSES UNDER s2Avg  THEN
          StrategyID = 2
          SET TARGET PPROFIT 20
          SET STOP PLOSS     10
          SELLSHORT nLots CONTRACT AT MARKET
       ENDIF
       .
       .
       .
       .
    ENDIF
    //-----------------------------------------------------------------------------------------------------------------
    IF (StrategyID = 0) OR (StrategyID = 3) THEN					//Strategy 3
       s3.... = ......
       .
       .
       .
    ENDIF

     

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linking 2 or more trading systems


ProOrder: Automated Strategies & Backtesting

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kevin12345 @kevin12345 Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by robertogozzi
5 years ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 02/17/2021
Status: Active
Attachments: No files
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