Support Board
Date/Time: Fri, 14 Mar 2025 19:18:11 +0000
[User Discussion] - Running multiple automated trading systems in a single instrument via spreadsheets
View Count: 554
| [2022-06-21 07:00:14] |
| User243709 - Posts: 4 |
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Dear team, I am having difficulty running multiple strategies in a single instrument using spreadsheets for automated trading. Suppose I am running strategies A and B in a single instrument in one chartbook in two different spreadsheets or two sheets in a single spreadsheet with no attached orders, multiple entries true, entry and exit through K-N columns, No attached orders for entry/exit, opposite entry with opposite lots allowed, separate order qty for exit calculated for that strategy separately, this happens: When algo A is 2 lots short and B 10 lots long, if exit signal comes in algo B, it exits only 8 lots (net position remaining) not the 10 lots that are there in J83 cell calculated for algo B. I would like to run algo A and B in a single instument like they are running in different instruments, i.e. one can be short and another can be long different lots simultaneously. How do I go about doing that? Date Time Of Last Edit: 2022-06-21 07:23:44
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| [2022-06-21 13:17:51] |
| Sawtooth - Posts: 4182 |
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Sierra Chart doesn't support hedging. You can't have simultaneous long and short positions in the same symbol in the same account. https://www.sierrachart.com/index.php?page=doc/FXCMTrading.php#Hedging So I'm curious how you are able to do this. Date Time Of Last Edit: 2022-06-21 13:21:07
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| [2022-06-21 14:03:31] |
| User243709 - Posts: 4 |
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I am guessing that 2 lots short of A would be considered as closing positions of already 10 longs of B.
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| [2022-06-21 14:20:30] |
| Sawtooth - Posts: 4182 |
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If you are short 2 lots, and then go long 10 lots, you will be long 8 lots.
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| [2022-06-21 14:24:54] |
| User243709 - Posts: 4 |
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What I mean to say is, When I am 10 lots long in strategy A and 2 lots short in strategy B, While exiting 10 lots with Buy exit column in spreadsheet, it exits 8 lots even though I use 10 lots as exit lots in spreadsheet A. Is there a way I can manage both of them separately? So it would close 10 lots position when buy exit signal comes in spreadsheet A, leaving 2 lots short position in strategy B? |
| [2022-06-21 17:27:46] |
| Sawtooth - Posts: 4182 |
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It's not possible to simultaneously be long 2 lots and short 10 lots, of the same symbol in the same account.
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