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How to use 1 strategy for multiple instruments

Moderator: Dr. Anton Fokin

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vortex

Post subject: How to use 1 strategy for multiple instruments

Posted: Sat Jan 22, 2011 11:32 am

Joined: Sat Jan 22, 2011 1:40 am
Posts: 73

Hello,

I just started using OpenQuant and I created a project(strategy) with 860 instruments.
I think that in real time trading the strategy will be running for each instrument in the loop for all instruments.

Is it possible to change it. I want to run strategy once and have a loop for all instruments in events OnBarOpen() ...

I am sorting instruments on every bar and I want to do it just 1 time per bar.

Thank you very much,
Paul.

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Dr. Anton Fokin

Post subject: Re: How to use 1 strategy for multiple instruments

Posted: Sat Jan 22, 2011 12:23 pm

Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6817

Hi,

perhaps this FAQ may help

viewtopic.php?f=64&t=6566

Regards,
Anton

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vortex

Post subject: Re: How to use 1 strategy for multiple instruments

Posted: Sat Jan 22, 2011 1:11 pm

Joined: Sat Jan 22, 2011 1:40 am
Posts: 73

Anton,

Thank you very much. I think I will use Global to populate values and then I will use sortedArray .

Regards,
Paul.

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