Easy way to test consensus systems?

I want to test consensus system where I only take position if 3 of my systems trigger. One way I know that should work would be to apply each sub-strategy to chart and have it output position via a file, global variable, or etc. a signal and then the master strategy would read that. I know that I could also re-code the strategy into a master strategy but I do not want to have to recode each strategy into a new master.

Assuming all the strategies run on same time frame-- might there be an easier way? Can the portfolio tester be used for consensus strategy?

Hello tpredictor,

You might want to work in Portfolio Trader using Money Management Signal and PMM/PMMS keywords.
If that doesn’t help, please describe what you are trying to achieve in more detail.

Example #1 I have 5 long only strategies. I only want to take a position when at least 2 strategies are long and the third triggers (and/or when all 3 trigger at the same time). I want to use the exit of the most recent strategy that triggered. If all 3 triggered then assume I use the first exit.

Example #2 I have 5 long/short strategies. I want to take a position only when at least 3 strategies trigger and I want to use the long/short status of all 5 strategies to inform my position sizing.

tpredictor,

I'd recommend checking the Portfolio Money Management keywords, they should help you with your script.