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Gary,
I have a method that requires Linders PushPop and that
depends on i_marketposition and i_currentcontracts. I use it
for doing automated trading and to overcome a problem where
TS will not allow you to auto trade two strategies using the
same symbol, say QQQ, if each strategy has can go both long
and short. TS will stop, ie disactivate, one of them from
autotrading. Anyway, the original strategies feed the
trading indicator and inturn that info is passed to the
final stage strategy who is in charge of carrying out the
orders for the master strategies. It is this slave
strategies to keeps everything under control entering and
exiting the market as needed. This final stage code can be
used for a bunch of stuff, like adding resolution to an
entry/exit.
This method allows me to concentrate on one signal strategy
at a time and then in production I just throw them all in.
What it does not allow you do is measure the "portfolio"
performance via TS. Would the Rina stuff do what you want? I
do have a really kludgie kinda of performance summary that
allows me to run tests on multiple independent studies and
then run a summary report against those tests, again this
uses Robert's PushPop. I use it, for example, when I make a
change to function that might affect multiple strategies. I
make the change and then run the summary performance report
and it will tell me the overall affect of the change on
multiple systems. Its a poor mans RINA.
Regards,
Ernie
ebonugli@xxxxxxxx
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