linking 2 or more trading systems

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02/17/2021 at 4:07 AM #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.

02/17/2021 at 9:21 AM #161756 quote

robertogozzi

Moderator

Legend

Here is an example https://www.prorealcode.com/topic/multiple-strategies-within-one-trading-system/#post-41278

02/17/2021 at 9:29 AM #161761 quote

robertogozzi

Moderator

Legend

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

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