SmartQuant Discussion

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 Post subject: StrategyManager class
PostPosted: Sun Sep 02, 2007 9:11 pm 
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Joined: Fri Feb 02, 2007 8:00 pm
Posts: 61
Location: USA
Please provide a StrategyManager class to configure,start, stop, handle errors and completion of strategies. I want to automate testing of strategies on different sets of symbols, market data, and time periods.

OpenQuant requires you to define all of these things manually so it is not possible to automate a series of simulations runs or reconfigure a running strategy.

This is such an important capability for me and it is a must-have before I will pay for any upgrades. I realize this functionality is probably in QuantDeveloper but I want to get more experience trading and coding with OpenQuant before making that leap.


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 Post subject: Command Line?
PostPosted: Thu Sep 06, 2007 9:27 am 
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Joined: Fri Feb 02, 2007 8:00 pm
Posts: 61
Location: USA
Could OpenQuant provide a command line option to load and run a specific strategy upon startup?

OpenQuant.exe -project myproject.oqp -mode Simulation -autorun -autoclose.

Running this command line would allow for repeated testing of strategies with different symbols, market data, timeframes and other parameters. When the strategy ends, OpenQuant should automatically close itself.

I only see a limited ability to change parameters using the optimization feature in OpenQuant today.


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 Post subject:
PostPosted: Thu Sep 06, 2007 9:43 am 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6817
You sound like a potential QuantDeveloper / QuantHouse customer :wink:


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 Post subject:
PostPosted: Thu Sep 06, 2007 5:07 pm 
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Joined: Fri Feb 02, 2007 8:00 pm
Posts: 61
Location: USA
Dr. Anton Fokin wrote:
You sound like a potential QuantDeveloper / QuantHouse customer :wink:


Absolutely, that's why I need you to add a command line or a StrategyManager class to OpenQuant - it will help me earn the money to pay for QuantDeveloper. :)


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