jpb
 Veteran
   Posts: 168
Joined: 5/11/2005
Location: Brown Deer, WI
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Are you trading real time or EOD? By that I mean, are you running your profiles once per day and then just want to use a Real Time data stream to actively monitor your positions and apply the virtual conditions or are you trading in real time in all profiles?
Have you tried to create one profile that has all your symbols and activates all your strategies?
I'm sure you have and there must be a reason you have gone to the multiple profile approach, but if you had everything in one profile, then all your virtual conditions would be active.
I'm sure there are reasons you are using virtual conditions instead of translating them to actual stops at the broker too. But if they were actually presented to the broker, then they would show up in the Portfolio window when you are connected to your broker.
I'm frequently using the Portfolio window to see the open positions at the broker - that gives me a view across Profiles. But, it isn't aware of any virtual conditions so I place stops at my broker (except when I don't want them to know my stop loss so they can't make a run at them).
One other thought, but you need to have the ATM module for this. And I'm not certain ATM would solve all your problems.
ATM gives you the ability to define different market states. Inside each market state, you define the strategies you want to apply in each market state, assign allocations, even establish symbols to trade by market state.
So, essentially, you would define a market state to represent each of your profiles and activate the concurrent market state feature of ATM so that all would get evaluated and orders submitted. You would create one profile that has all your strategies and symbols, activate your ATM method, and then you can even use Auto Trade (assuming you have this module) to initiate the analysis and order submission (entry/exit).
There are certainly a few drawbacks to this approach. There may be more that I haven't thought of and this may not work for what you are trying to accomplish.
1) All profiles you consolidate must be of the same type (equities vs futures)
2) Trading on the same time frame (EOD vs Real Time)
3) Submitted to the same broker account
4) Traded at the same time of day (Auto Trade can only be set to run once a day)
5) Not certain if ATM can handle Real Time yet - might be still under development.
If the above drawbacks aren't relevant to you, then you could view all your positions in one profile, view them through the portfolio window, and the virtual conditions should be honored. Just a thought - maybe worth considering.
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