Two strategies on the same instrument

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  • 08/19/2017 at 11:08 PM #44237 quote
    Abz
    Participant
    Veteran

    Hello

     

    How does Pro realtime behave if you are running two different strategies on the same instrument, for example strategy 1 opens Long position and after 1 hour strategi 2 opens 1 short position, will the long position be closed?

    08/20/2017 at 10:09 AM #44241 quote
    Despair
    Blocked
    Master

    This is no problem. The one does not affect the other.

    Abz thanked this post
    08/20/2017 at 4:07 PM #44254 quote
    juanj
    Participant
    Master

    @despair why would proorder operate different to manual positions? Because if I open a long position manually and later open a short position of the same contract size and instrument. The first position is closed?

    08/20/2017 at 5:14 PM #44255 quote
    Despair
    Blocked
    Master

    Hmmm I do not know. This is what I thought. I run on several instruments both long and short strategies simultaneously or simply completely different strategies on the same instrument that both trade one and short but as you mention it I think I never actually wittnessned that they were holding positions at the same time of opposite gender but I’m not 100% sure (it might have happened and I missed it). I at least never experienced that one strategy affects the other in any way. I always thought of them like running in a sandbox.

    But sure, I might be wrong. Maybe Nicolas knows the answer?

    08/21/2017 at 10:21 AM #44277 quote
    Nicolas
    Keymaster
    Master

    ProOrder can’t manage opposite orders. You are long or you are short, but not long/short at the same time. So the best you can do is to create 2 different strategies to manage each position type, they will operate at the same time if you want them to do so.

    Abz and Despair thanked this post
    08/21/2017 at 11:00 AM #44284 quote
    Despair
    Blocked
    Master

    So the answer is that it IS possible to hold long and short of the same instrument at the same time as long it is two different strategies (like I thought)?

    It must be like that because I’m running several strategies on the same instrument and they don’t affect each other.

    08/21/2017 at 11:44 AM #44292 quote
    Abz
    Participant
    Veteran

    yes that asnwear my question. Thanks all

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Two strategies on the same instrument


ProOrder: Automated Strategies & Backtesting

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Abz @abbas_sadiq Participant
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This topic contains 6 replies,
has 4 voices, and was last updated by Abz
8 years, 6 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 08/19/2017
Status: Active
Attachments: No files
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