Hello everyone,
I'm working with building blocks and have a MetaStrategy consisting of 5 individual strategies. Strategies 1 and 2 are the main strategies; together they may open a maximum of 12 positions and consume 100% of the available capital when all 12 positions are open.
Strategy 3 only occasionally generates buy signals and should only open a maximum of 1 position, but only if there are a maximum of 11 open positions in total, meaning there is still capital available for this position.
Since the "Open Position Count" condition block doesn't work across strategies, I don't know how to implement this.
Can I only monitor this manually, or is there a solution for this?
Thanks for your help!
P.S. Strategies 4 and 5 are irrelevant, as they are only used very briefly, and all other open positions are closed beforehand.
I'm working with building blocks and have a MetaStrategy consisting of 5 individual strategies. Strategies 1 and 2 are the main strategies; together they may open a maximum of 12 positions and consume 100% of the available capital when all 12 positions are open.
Strategy 3 only occasionally generates buy signals and should only open a maximum of 1 position, but only if there are a maximum of 11 open positions in total, meaning there is still capital available for this position.
Since the "Open Position Count" condition block doesn't work across strategies, I don't know how to implement this.
Can I only monitor this manually, or is there a solution for this?
Thanks for your help!
P.S. Strategies 4 and 5 are irrelevant, as they are only used very briefly, and all other open positions are closed beforehand.
Rename
Strategies can't talk to each other in a backtest. So forget about solving it this way in a MetaStrategy.
If it makes sense, using a single "Block Strategy" you can stack all the strategies together. Here's a "2 strategy" example -
The top Sell At Market works only for positions created in the Buy At Market block above it. Likewise, the 10% target works for its Buy block above it.
This way you have access to a total position count for the Strategy 3 Rule.
If it makes sense, using a single "Block Strategy" you can stack all the strategies together. Here's a "2 strategy" example -
The top Sell At Market works only for positions created in the Buy At Market block above it. Likewise, the 10% target works for its Buy block above it.
This way you have access to a total position count for the Strategy 3 Rule.
Thank you, Cone
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