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Chris,
Best I can tell Pushpop doesn't overcome the problem TS2ki has with
updating at the close of the bar. If your order comes off a 30 minute
chart it will only push the order/info at the close of the bar. This
may work ok for what you want to do.
Jimmy
Sunday, June 22, 2003, 12:24:14 PM, you wrote:
CG> Admittedly, I don't watch these threads carefully enough so probably miss
CG> any responses, but that said...
CG> Lets say I have a strategy on a 30 min chart, a 5 min chart and a 1 min
CG> chart which generate separate orders. I would use Push-Pop to run each
CG> strategy in its separate timeframe and run a 1 min chart or possibly an even
CG> shorter tick chart to execute trades only. Each "strategy" pushes a
CG> Buy/Sell and number of contracts to the trade executing chart which reads
CG> it. The trade executing chart just sums the current open position contracts
CG> with the new order coming in and executes the appropriate amount of
CG> contracts to adjust your position. No matter how many strategies you run
CG> you are only either long or short a net amount of contracts overall. This
CG> way of tackling the problem will allow you to adjust your positions
CG> accordingly.
CG> - Chris
CG> ----- Original Message -----
CG> From: "Abhijit Dey" <omegalist@xxxxxxxxxx>
CG> To: <omega-list@xxxxxxxxxx>
CG> Sent: Thursday, June 19, 2003 11:28 PM
CG> Subject: Combining multiple strategies
>> I am at my wit's end. The strategies (emini ES) are all over different
CG> time
>> period charts, some long / some short. The problems of TS in requiring
CG> long
>> only / short only strategies per symbol essentially means I can't automate
>> any of these.
>>
>> I have been through quite a few threads on this topic in TS boards, but
CG> are
>> no closer to a solution that I can use NOW. Hoping TS would implement this
>> functionality sometime in future isn't going to help me. I need this now.
>>
>> So the question to all strategy traders is - what are you all doing about
CG> it
>> now? I have tried writing megastrategies combining all these strategies,
CG> but
>> it messes up things too much, charts / strategies load too slowly, etc.
>> etc. - I would not go that route again.
>>
>> TS have told me that I should open 2 accounts and send longs to one and
>> shorts to another (hello?). Like I am in the business of generating
>> commisions to TS and slippage to market.
>>
>> So what can I do? Is the only option I have is to use TS to generate
CG> signals
>> and take the signals elsewhere using 3rd party tools (tradebolt etc.) and
>> possibly different brokers (IB)? Again, I am reluctant to do so - the more
>> cogs in a spinning wheel, the more often it breaks down. But doesn't seem
>> like I have any other option.
>>
>> Thanks for any help.
>>
>> Abhijit
>>
--
Best regards,
Jimmy Snowden mailto:@aledobb.com
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