Hi All!
I have two strategies I'd like to simultaneously trade on the same underlying stock. They are saved as individual Signals using the PowerLanguage Editor.
What are the best practices to use to ensure System "A" Entries (LA1) and not being closed by System "B" Exits (XB1)?
What I've found is that when there are overlapping signals generated by both systems, then sometimes System "B" will close the trade generated by System "A"...
A related question: Can a variable from one Signal Strategy (System "A") be read or accessed by the other Strategy (System "B")?
Sorry if this is documented somewhere, but I couldn't find it...
scuba
Trading Multiple Strategies on Same Symbol
Re: Trading Multiple Strategies on Same Symbol
Run them as separate charts. If you run them on same chart, result will be what you got below:What are the best practices to use to ensure System "A" Entries (LA1) and not being closed by System "B" Exits (XB1)?
What I've found is that when there are overlapping signals generated by both systems, then sometimes System "B" will close the trade generated by System "A"...
NoA related question: Can a variable from one Signal Strategy (System "A") be read or accessed by the other Strategy (System "B")?
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Re: Trading Multiple Strategies on Same Symbol
I use sub accounts at Amp futures to run different strategies on same symbol.
Keeping them completely separated works good for me.
When testing on sim, this is not important, you can just use separate charts.
shane
Keeping them completely separated works good for me.
When testing on sim, this is not important, you can just use separate charts.
shane
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Re: Trading Multiple Strategies on Same Symbol
Go to Wiki and look for this article:Hi All!
I have two strategies I'd like to simultaneously trade on the same underlying stock. They are saved as individual Signals using the PowerLanguage Editor.
What are the best practices to use to ensure System "A" Entries (LA1) and not being closed by System "B" Exits (XB1)?
What I've found is that when there are overlapping signals generated by both systems, then sometimes System "B" will close the trade generated by System "A"...
A related question: Can a variable from one Signal Strategy (System "A") be read or accessed by the other Strategy (System "B")?
Sorry if this is documented somewhere, but I couldn't find it...
scuba
Trading from Multiple Charts on One Instrument
ps: Multiple Charts = Multiple Strategies
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Re: Trading Multiple Strategies on Same Symbol
Yes, if you use global variables.A related question: Can a variable from one Signal Strategy (System "A") be read or accessed by the other Strategy (System "B")?
Re: Trading Multiple Strategies on Same Symbol
Josh is right in the sense that the state of a variable can be communicated from one signal to another by means of a global variable but the variable itself can't be accessed in the other signal since, unlike other programming languages, all variables in PL have file-level scope.Yes, if you use global variables.A related question: Can a variable from one Signal Strategy (System "A") be read or accessed by the other Strategy (System "B")?
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Re: Trading Multiple Strategies on Same Symbol
Look upA related question: Can a variable from one Signal Strategy (System "A") be read or accessed by the other Strategy (System "B")?
i_setplotvalue
i_getplotvalue
- JoshM
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Re: Trading Multiple Strategies on Same Symbol
While these are helpful keywords (so definitely worth looking up), he asks how to access a variable from one strategy in another strategy. I_SetPlotValue and I_GetPlotValue are for passing data between an indicator and strategy, to my understanding.Look upA related question: Can a variable from one Signal Strategy (System "A") be read or accessed by the other Strategy (System "B")?
i_setplotvalue
i_getplotvalue