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Running a Strategy on Multiple Instruments
murfinp
 Post subject: Running a Strategy on Multiple Instruments Post rating: 0   New post Posted: Tue 04 Dec, 2012, 10:22 

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Hi

I am a bit new to all this ... I like many others have arrived from Metatrader world where one runs a strategy by attaching it to a chart. This is different as a strategy receives ticks for all instruments tro which the platform is subscribed. So as a general question, what is considered the best way to run a strategy across several instruments? Do people typically create a number of instances with an instrument as an input and run 1 instance per instrument?

Many Thanks

Paul
 
API Support
 Post subject: Re: Running a Strategy on Multiple Instruments Post rating: 0   New post Posted: Tue 04 Dec, 2012, 12:25 
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murfinp wrote:
So as a general question, what is considered the best way to run a strategy across several instruments? Do people typically create a number of instances with an instrument as an input and run 1 instance per instrument?
It depends on your business logic. Using single strategy which works with multiple instruments gives you more control - you manage all of your orders in the same place.
For considerations when running multiple strategy instances see:
viewtopic.php?f=65&t=48405
 
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