Multiple positions in same instrument but different algos
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- This topic has 9 replies, 3 voices, and was last updated 5 years ago by
OboeOpt.
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06/24/2020 at 10:03 PM #137058
Will there be a problem if I have 2 different automated algos working on the same instrument? (same or other timeframe)
Lets say that both algos have taken 1 long position each, when one of them gets a sell signal, does it only sell 1 pos or does it want to got to zero pos? There can also be times when one algo is +1 and the other is -1.06/25/2020 at 12:10 AM #137065Algos are anaware of one another, so they can work on the same instrument and even the same TF.
They can even open opposite positions provided you have set that option with the IG settings (I think it’s called Force Option).
1 user thanked author for this post.
06/25/2020 at 12:31 AM #137070I´m sorry but I sneak in Another question in the same thread…
I Think that it was you @robertogozzi that in Another thread (witch I now can´t find) explained how to optimize time variables. How to do that? Example I want to test/optimize time 180000 to 230000.
06/25/2020 at 12:46 AM #137072Within your strategy replace the first time with variable a1 (or any name you wish) and the second time with a2.
Then click on the spanner, upper left corner of your backtest window and add those two variables assigning each of them a starting and an ending value, in my example for a1 I entered from 090000 to 210000 (always enter 6 digits, though leading 0’s will be dropped) with a step of 010000 (1 hour, or 003000 for half an hour, or 000100 for 1 minute).
Enter the desired values to be optimized also for a2.
Close the variable window and backtest your trading system.
06/25/2020 at 12:49 AM #13707406/25/2020 at 1:11 AM #137075Sorry for my misunderstanding. I understood you wanted to optimize 180000 AND 230000 so I wrote an example with two variables.
In your case one is enough, starting from 180000, ending at 230000 with 010000 step.
06/25/2020 at 4:10 PM #13714909/29/2020 at 9:29 PM #145897How/where do I enable the function “Force open” that @robertogozzi mentions above?
09/29/2020 at 9:42 PM #14589909/29/2020 at 10:53 PM #145906 -
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