SmartQuant Discussion

Automated Quantitative Strategy Development, SmartQuant Product Discussion and Technical Support Forums
It is currently Tue Sep 24, 2019 11:49 am

All times are UTC + 3 hours




Post new topic Reply to topic  [ 3 posts ] 
Author Message
PostPosted: Tue May 12, 2015 7:32 pm 
Offline

Joined: Thu Jan 29, 2009 6:07 pm
Posts: 12
I have this idea of trading 3rd party signals using my OQ platform. I receive signals into my newly created strategy. I then want to do a proprietary calculations and send corresponding order to the market using OQ, and track it as if it was the order generated by my strategy. The problem is that I dont know upfront what signals for what symbols I will receive from 3rd party software and, hence, my strategy is going to trade. it could be equity, equity options, futures or FX.

So I would like to ask developers what solutions do you have here. My strategy will receive a signal from 3rd party software, make calculations and trade this signal. While position is open, OQ needs to keep track of the symbol quote to calculate portfolio PnL. Once the position is closed, there is no need for the OQ to keep track of the symbol quote anymore.

Thank you,


Top
 Profile  
 
PostPosted: Tue May 12, 2015 10:03 pm 
Offline

Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6816
Are you worried about performance / latency? I mean why would you remove an instrument from OQ strategy once it's added and position is opened/closed?

Regards,
Anton


Top
 Profile  
 
PostPosted: Tue May 12, 2015 11:06 pm 
Offline

Joined: Thu Jan 29, 2009 6:07 pm
Posts: 12
No, I didnt mean it is a problem if instrument is not removed afterwards. Rather than it is important to add instrument on the fly with quotes and historical data being downloaded for it. Is there any code example how this could be done in OQ?


Top
 Profile  
 
Display posts from previous:  Sort by  
Post new topic Reply to topic  [ 3 posts ] 

All times are UTC + 3 hours


Who is online

Users browsing this forum: No registered users and 1 guest


You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum

Search for:
Jump to:  
cron
Powered by phpBB® Forum Software © phpBB Group