multiple strategies on a single market

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  • 01/14/2019 at 11:35 PM #88625 quote
    aland
    Participant
    Average

    Hi All,
    I read the documentation but am unsure if I got it right.

    I want to create 4 different strategies on the same market.
    what I need is to be able to coordinate between the different strategies, mainly, if one is active the other ones should not get into the market.
    I was looking for some “Account Profit” similar to the usage of  StratagyProfit, but couldn’t find one.

    So…the question is: does the “if LongOnMarket” condition belong to the whole market (globally) or is it only per strategy, and if it is the latter is there any other global parameter that I can use to determine if a strategy is active at this moment.

    Thanks

    01/15/2019 at 12:08 AM #88630 quote
    robertogozzi
    Moderator
    Master

    It’s only per strategy, ProOrders does not support interaction among strategies, as of this version. It’s one of the top features customers would like to have…. maybe in the future!

    You could combine multiple strategies in just one, some links:

    https://www.prorealcode.com/topic/allow-only-one-strategy-to-execute-a-trade/

    https://www.prorealcode.com/topic/multiple-strategies-within-one-trading-system/

    aland, JohnCato and soulintact thanked this post
    01/15/2019 at 12:52 PM #88671 quote
    aland
    Participant
    Average

    OK, thanks

    will be glad to hear this was added to the system…

    In the meanwhile, a somewhat unrelated question: are there arrays, dynamic arrays or vectors/lists in ProBuilder?

    I want to hold a list of stop losses, for example, and iterate through them until the end of the list. is that supported?

    (if there was a list of structures or objects that would be even better but I don’t see any OOA here)

    01/15/2019 at 1:02 PM #88675 quote
    robertogozzi
    Moderator
    Master

    No arrays/vectors, just one data type (floating point numeric) and no OOA.

    It’s a very easy language to learn even for people with no previous knowledge of programming languages, a subset od the BASIC language.

    Indicators are actually functions.

    The lack of arrays and string data, along with runtime interaction with strategy and/or the user, are the improvements that would be much acclaimed and all of us hope they will be supprted in the future (not shortly, I fear).

    aland thanked this post
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multiple strategies on a single market


ProOrder: Automated Strategies & Backtesting

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aland @aland Participant
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This topic contains 3 replies,
has 2 voices, and was last updated by robertogozzi
7 years, 1 month ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/14/2019
Status: Active
Attachments: No files
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