Ability to generate strategies that open more than one trade at a time

Looks like SQ4 one opens one trade at a time (there are no overlapping open trades).


Please allow the ability to have open multiple positions. 


At it's simplest I would like to see a couple of suggested limits:


  1. Max open positions

    SQ4 will open new positions up to a limit (E.g. 10 - configurable).  Beyond this new trades won't be opened until the open trade count falls.

  2. Max open drawdown

    SQ4 will open new positions, up until the total open trade drawdown exceeeds a limit (E.g. 10%  of balance - configurable).  Beyond this new trades won't be opened until the open drawdown % falls.
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  • Votes +8
  • Project StrategyQuant X
  • Type Feature
  • Status Duplicate
  • Priority Normal
  • Assignee Mark Fric
  • Milestone Archived (To be done later)

History

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#1

anonymous

12.08.2017 14:41

Task created

MF
#2

Mark Fric

25.08.2017 09:23

Assignee was changed

Milestone changed from None to Beta 6

an interesting idea, but we should also specify how often new trades are opened. Otherwise it might open new trades on every new tick or bar.


I created a new topic on the forum about this:

https://strategyquant.com/forum/topic/how-to-handle-strategies-that-open-multiple-trades-in-sq4/

MF
#3

Mark Fric

11.10.2017 15:02

Milestone changed from Beta 6 to Beta 7

m
#4

mikeyc

12.10.2017 21:34
Since indicators / building blocks are generating signals on a bar basis, it would only make sense to open further positions on a bar by bar basis.  In other words, the signals need to change to trigger a further position and signals change per bar, not per tick
MF
#5

Mark Fric

02.11.2017 16:56

Milestone changed from Beta 7 to Beta 8

MF
#6

Mark Fric

29.01.2018 10:32

Milestone changed from Beta 8 to Beta 9

MF
#7

Mark Fric

17.04.2018 06:22

Milestone changed from Beta 9 to Beta X

m
#8

mikeyc

17.09.2018 20:08
Voted for this task.
l
#9

ludvick

02.10.2018 14:54
Voted for this task.
m
#10

mikeyc

04.10.2018 19:21
e
#11

eastpeace

07.11.2018 17:32
Voted for this task.
p
#12

Pasquale

03.01.2019 10:43
Voted for this task.
SB
#13

sbecm

23.05.2019 23:34
Voted for this task.
MF
#14

Mark Fric

16.07.2019 08:36

Status changed from New to Duplicate

JK
#15

Insanity82007

28.01.2020 10:37
Voted for this task.
E
#16

Emmanuel

16.11.2021 01:21
Voted for this task.
Dw
#17

Diwi

28.06.2022 11:57
Voted for this task.

Votes: +8

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