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PostPosted: Fri May 20, 2011 8:55 am 
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Joined: Wed May 11, 2011 4:03 pm
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Hi, Can you run multiple strategies on a single instrument in openquant? Thanks


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PostPosted: Fri May 20, 2011 9:27 am 
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Joined: Tue Aug 05, 2003 3:43 pm
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Sure.


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PostPosted: Fri May 20, 2011 5:32 pm 
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Joined: Wed May 11, 2011 4:03 pm
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If I have a trend following strategy in 5min bar and a mean reversion strategy in 10min bar for a single instrument, how does oq distinguish b/w trend following strategy signal and mean reversion signal ? Is there any example code ? Thanks !


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PostPosted: Fri May 20, 2011 10:05 pm 
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These will be two different (startegy) projects in one solution, i.e. two different objects and two different code files. Two different strategies.

Though perhaps I don't completely understand your question.

Regards,
Anton


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PostPosted: Tue Dec 25, 2018 8:15 am 
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Joined: Thu Feb 05, 2015 11:15 am
Posts: 39
Dr. Anton Fokin wrote:
These will be two different (startegy) projects in one solution, i.e. two different objects and two different code files. Two different strategies.

Though perhaps I don't completely understand your question.

Regards,
Anton


Hi,

I found if multiple strategies run on one instrument, there is only one chart displayed. All indicators from different strategies will be shown on one chart. Is there any way to separate information from different strategies?


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PostPosted: Tue Dec 25, 2018 9:58 am 
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Joined: Wed May 05, 2010 9:49 pm
Posts: 497
Hello dvnkng,
you can use the property of the group "SelectorKey" and it will allow you to separate charts.
Eg for situation with one instrument in two strategies,
in strategy1:
Code:
         Group("Bars", "Pad", 0);
         Group("Bars", "SelectorKey", "strategy1" + Instrument.Symbol);

in strategy2:
Code:
         Group("Bars", "Pad", 0);
         Group("Bars", "SelectorKey", "strategy2" + Instrument.Symbol);


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