AW Support for independent trading rules and TPSL management

In reference to this: https://roadmap.strategyquant.com/tasks/sq4_6408



I currently would like to combine a long-only and short only-strategy in AW. I can copy the entry and exit rules but the strategies have to share a TP/SL values. This is not ideal because these values are tuned to specific values for both strategies. The current solution is to write all of this in the source code of the final strategy. But this is not ideal and it would be better if AW could support different TP/SL values for the long and short side. This along with trading options should be decoupled so that multiple options can be used with a given entry rule. We need support for multiple TP/SLs


Eventually SQX will be able to support multiple if then blocks which should make combining strategies easier. We should be able to preserve independent trading options per entry rules whether combining a buy-only and sell-only strategy or if combining two or more buy-only strategies/ two or more sell-only strategies. When "what-if" scenarios are implemented to add to the source code, this should also be able to be separate per each entry rule.

Attachments
No attachments
  • Votes 0
  • Project StrategyQuant X
  • Type Feature
  • Status Refused
  • Priority Normal

History

KL
#1

kainc301

04.08.2020 22:51

Task created

MF
#2

Mark Fric

17.08.2020 11:46

Status changed from New to Refused

exits (TP, SL , trailing stop etc.) are set on order and they belong to the order. So they already are independent.


Trading options are global for whole strategy.


Note that it will not work on netting engines (MT5, Tradestation futures) because there the trade positions are not independent from each other.


Votes: 0

Drop files to upload

or

choose files

Max size: 5MB

Not allowed: exe, msi, application, reg, php, js, htaccess, htpasswd, gitignore

...
Wait please