 Posted 4/21/2008 16:57:52
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| We frequently get inquiries about whether RightEdge supports multiple systems at the same time. This is not directly supported in RightEdge, but since systems are written using real, standardized programming language it is possible to write your own system that implements this. I have created a multiple systems sample to show one way this could be done. The sample system consists of three strategies, two of which operate on stocks, and one which trades forex symbols. Each of the three strategies derives from a common StrategyBase class. The Symbol Script class keeps track of the strategies and routes events to the strategies. Positions are "owned" by a single strategy, and order updates for a position are only sent to the strategy that owns the position. The position description includes the name of the strategy which owns it, which makes it possible to see which strategy opened a position in the system results. Eventually we would like to add multiple system support to RightEdge, and we would like to know what kind of functionality our users need. The sample demonstrates the most basic functionality. Does there need to be a way to view system results separately for each system (as well as the combined results)? What kind of money/risk management is necessary? (We have had some previous discussion on this.) What else would be necessary, or nice to have? Thanks,
Daniel
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Posted 4/21/2008 17:47:21
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Posted 4/21/2008 23:57:21
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| Appreicate the report, will fix. This got broken with the web update that lets you browse zips/code without having to download.
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Posted 5/12/2008 08:51:37
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| I'll tell you what they do over at OpenQuant as it might give you some ideas on how you want to do this. You can have a 'Solution' that can contain any number of 'Projects'. Each project contains everything to do with a single trading system, including the symbols it trades and the time frame it trades on, and the trading system code. You can easily add and remove Projects from the Solution. They have a few Solution level properties that apply to the whole Solution. Whilst it doesn't have it yet, they plan to add some more features at the Solution level to help with overall risk/money management. It seems like a fairly intuitive way of doing things. Let me know if you have any specific questions and hopefully I can answer them.
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Posted 5/13/2008 04:26:48
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| Hi, May i ask if there is a timeline for release of version with multistrategies on portfolios + optimisation? nothing is firm but think is relevant to ask whether within 6 months or 1 year ? Next, what is the optimisation going to be like? level of control/ optimisation, etc? Thanks.
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Posted 5/13/2008 08:54:08
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| Having multiple strategies built into RightEdge is likely 2 editions out. The next edition is going to be focused on multiple frequencies, automation and optimization. There are a number of smaller things, but these are the large tasks. Here's a thread on the topic. http://www.rightedgesystems.com/forums/Topic4872-7-1.aspx ngwt01 (5/13/2008)
Hi, May i ask if there is a timeline for release of version with multistrategies on portfolios + optimisation? nothing is firm but think is relevant to ask whether within 6 months or 1 year ? Next, what is the optimisation going to be like? level of control/ optimisation, etc? Thanks.
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Posted 2/24/2010 16:31:28
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How well supported are multiple systems at this point? Has any new progress been made on making this work?
What I'd like to be able to do is run multiple strategies in the same instance. It is not clear How I can add to postions etc using this current method.
Can you add some more sample code that would do things like
AddToPosition,Verify How much capital you have and and create the entry size based on that.
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Posted 2/25/2010 08:11:52
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There isn't anything in the framework for multiple system support at this time.
A good place to start for your own multiple system development would be the Multiple System trading system found on the Trading Systems page.
gregoryj (2/24/2010)
How well supported are multiple systems at this point? Has any new progress been made on making this work?
What I'd like to be able to do is run multiple strategies in the same instance. It is not clear How I can add to postions etc using this current method.
Can you add some more sample code that would do things like
AddToPosition,Verify How much capital you have and and create the entry size based on that.
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