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Symbol Based Conditions

Posted By ywlee 3 Years Ago
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Posted Wednesday July 23 2014
Hi

I'm exploring setting different conditional statements for different symbols (eg market hours; position size etc) in a single trading system (as I can only run 1 trading system at a time in RE).

Idea is that if the conditions are met for the particular symbol, then the trading will be executed automatically based on the common strategy.

Is this possible?
phg
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Posted Wednesday July 23 2014
See the user's manual about trading "multiple symbols". Essentially, under NewBar(), test 'Symbol.Name' against a list (dictionary?) of your symbols to select relevant set of conditions to test. (Or just use a sequence of 'if' statements.)

-Pete

See also Yahoo group about applying RE.

Posted Wednesday July 23 2014
As a note, you can run multiple systems by creating a master system and then from within each required function of the master system, call the subsystem. The subsystems may require a wrapper - I've implementation in this way - and I believe there are discussions/code about multiple systems on the forum.

The nice thing about the above implementation is that you have complete control over your portfolio of systems via the master system.

Duane
Posted Thursday July 24 2014
Thanks for the pointers! That helps a lot!


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