Support Board
Date/Time: Fri, 14 Mar 2025 18:44:56 +0000
Post From: Running multiple automated trading systems in a single instrument via spreadsheets
| [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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