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Multiple strategy parallel execution on shared account?
 Post subject: Multiple strategy parallel execution on shared account? Post rating: 0   New post Posted: Sun 17 Apr, 2011, 13:32 

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Joined: Wed 18 May, 2011, 23:26
Posts: 40
Location: Switzerland,
I have multiple strategies and would like to run simulations on how well they interact with each other when using a single/shared account.

Is it possible to load multiple strategies into the backtester and run them synchronously/in parallel on a single shared account?

If this is not possible, are there plans to implement this? If this is possible, is there any sample code on how to load and execute strategies in parallel?

Thanks!


 
 Post subject: Re: Multiple strategy parallel execution on shared account? Post rating: 0   New post Posted: Thu 09 Jun, 2011, 12:08 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Consider two options:
    1) Calling two strategies with IClient.startStrategy i.e.
            IStrategy strategy1 = new StrategySimple();
            IStrategy strategy2 = new StrategySimple();
            ((StrategySimple)strategy1).amount = 0.01;
            ((StrategySimple)strategy2).amount = 0.02;
            client.startStrategy(strategy1);
            client.startStrategy(strategy2);

    2) Implementing a strategy which combines calls of other strategies, see:
    https://www.dukascopy.com/wiki/index.php ... a_strategy


 

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