Multiple positions in same instrument but different algos

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  • 06/24/2020 at 10:03 PM #137058 quote
    OboeOpt
    Participant
    Veteran

    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 #137065 quote
    robertogozzi
    Moderator
    Master

    Algos 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).

    OboeOpt thanked this post
    06/25/2020 at 12:31 AM #137070 quote
    OboeOpt
    Participant
    Veteran

    I´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 #137072 quote
    robertogozzi
    Moderator
    Master

    Within 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.

    OboeOpt and icharttop thanked this post
    x-18.jpg x-18.jpg
    06/25/2020 at 12:49 AM #137074 quote
    OboeOpt
    Participant
    Veteran

    Thanks for the help!

    06/25/2020 at 1:11 AM #137075 quote
    robertogozzi
    Moderator
    Master

    Sorry 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 #137149 quote
    OboeOpt
    Participant
    Veteran

    What I really wanted to do is exactly as you described with two variables, all good! My problem was that I tried to write time with zero in the beginning. 090000 instead of 90000.

    09/29/2020 at 9:29 PM #145897 quote
    OboeOpt
    Participant
    Veteran

    How/where do I enable the function “Force open” that @robertogozzi mentions above?

    09/29/2020 at 9:42 PM #145899 quote
    GraHal
    Participant
    Master

    Follow red arrow on attached

    OboeOpt thanked this post
    O2.jpg O2.jpg
    09/29/2020 at 10:53 PM #145906 quote
    OboeOpt
    Participant
    Veteran

    @GraHal can you be more specific and explain better than that?

    Just kidding, thank you!

    GraHal thanked this post
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Multiple positions in same instrument but different algos


ProOrder: Automated Strategies & Backtesting

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OboeOpt @oboeopt Participant
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This topic contains 9 replies,
has 3 voices, and was last updated by OboeOpt
5 years, 4 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 06/24/2020
Status: Active
Attachments: 2 files
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