Execute Strategy on a set of different Strap values coming from a file
Author: JDardon
Creation Date: 10/21/2014 6:36 PM
profile picture

JDardon

#1
Hi Guys:

I scoured the KB but couldn't find anything regarding this point.

I am trying to run a strategy that has say 3 parameters (paramA,paramB, paramC) and read a file that contains different sets of parameter values for that strategy for a single symbol. For every row in the file, the strategy would load the strap values from that row, execute the strategy with those strap values and then save the results to a new row in a different file (or the same file, it doesn't matter).

I know how to deal with all the file open, read, write necessary, but I have no idea how to take a set of values in memory variables and call a strategy so that it executes based on those values. The iteration itself should be trivial if I can get this part running.

Thanks.
profile picture

Eugene

#2
This is probably not going to work out. See this thread for details:

Dynamically expose strategy parameters