linking 2 or more trading systems

• 02/17/2021 at 4:07 AM #161743
  kevin12345

  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

  1 2 3

  if not onmarket then buy 2 contract at market endif

  trading system 2

  if longonmarket then sellshort 1 contract at market endif

  1 2 3

  if longonmarket then sellshort 1 contract at market endif

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

   

  

  kevin12345

  Participant

  Topics: 26

  Replies: 46

  Been thanked: 3 times
  02/17/2021 at 9:21 AM #161756
  robertogozzi

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

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16494

  Been thanked: 3654 times
  02/17/2021 at 9:29 AM #161761
  robertogozzi

  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

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48

  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

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48

  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

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16494

  Been thanked: 3654 times
• Author
  Posts