ProOrder – Multiple trading systems

MattC · 2016-08-24T18:45:33+00:00

Hi Guys, I’d like to run multiple trading systems however it appears that when I set “DEFPARAM CumulateOrders = False” in each, only one trade is active at any time. Is there another way to prevent trading systems making multiple trades without preventing other systems from making trades?? *Newbie, sorry if this is a stupid question! Thanks! Matt

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08/24/2016 at 7:45 PM #12176 quote

MattC
Participant

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Hi Guys,

I’d like to run multiple trading systems however it appears that when I set “DEFPARAM CumulateOrders = False” in each, only one trade is active at any time. Is there another way to prevent trading systems making multiple trades without preventing other systems from making trades??

*Newbie, sorry if this is a stupid question!

Thanks!

Matt

08/24/2016 at 8:03 PM #12177 quote

Nicolas
Keymaster

Legend

Hi Matt, sorry but there is no possibility to interact with other running strategies with the code.

MattC thanked this post

08/24/2016 at 8:28 PM #12178 quote
MattC
Participant

New
Hi Nicolas,

Thanks for the response. Sorry I’m not sure my question was very clear, please consider this scenario:

// Trading System A

//——————-

DEFPARAM CumulateOrders = False

BUY PositionSize SHARES AT MARKET

// Trading System B

//——————-

DEFPARAM CumulateOrders = False

BUY PositionSize SHARES AT MARKET

***************
1. Both trading systems are running in ProOrder @ 1 minute
2. 12:01 – Trading system A executes
3. 12:02 – Long order executed
4. 12:03 – Trading system B executes and cannot open a Long position as an order is currently being executed.
Is this correct or am I going crazy?? 🙂 If this is correct should I remove “EFPARAM CumulateOrders = False” and replace it with something else?
08/24/2016 at 8:51 PM #12179 quote

MattC
Participant

New

Sorry disregard! I’ve just tested above and it works fine

08/24/2016 at 9:50 PM #12180 quote

Wing
Participant

Veteran

If you run several systems on one account, but there is only funds for one position, then the other systems are not able to follow through on their trades and will exit.
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ProOrder – Multiple trading systems

ProOrder: Automated Strategies & Backtesting

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MattC @mcockeri Participant

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This topic contains 4 replies,
has 3 voices, and was last updated by Wing
10 years, 1 month ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	08/24/2016
Status:	Active
Attachments:	No files