Is there a way to set up a MetaStrategy that will allow each strategy to be invested at 100% but adjust as other strategies signal an entry?
For example,
- on day 1, strategy 1 signals an entry and 100% of the equity is invested.
- on day 2, strategy 2 signals an entry so then the MetaStrategy sells 50% of the first position and enters strategy 2 with the other 50%, and so on.
I know we can set a max number of positions but it's not clear if the MetaStrategy can be dynamic like this.
Thanks in advance.
For example,
- on day 1, strategy 1 signals an entry and 100% of the equity is invested.
- on day 2, strategy 2 signals an entry so then the MetaStrategy sells 50% of the first position and enters strategy 2 with the other 50%, and so on.
I know we can set a max number of positions but it's not clear if the MetaStrategy can be dynamic like this.
Thanks in advance.
Rename
You'd like inter-strategy communication, interesting.
It's not possible right now in the MetaStrategy architecture.
Well, I guess technically it would be possible maybe through the use of "Global" variables, all the component strategies could share them.
I'll have to give it some deeper thought.
It's not possible right now in the MetaStrategy architecture.
Well, I guess technically it would be possible maybe through the use of "Global" variables, all the component strategies could share them.
I'll have to give it some deeper thought.
I certainly wouldn't want to debug such a metastrategy. That sounds like a real headache with all the possible interactions. It makes my head hurt just to think about it. :(
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