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Frank Birch
 Veteran
 Posts: 102
Joined: 3/25/2006
Location: UK
User Profile |
Hi to all,
I am running the 10 most traded futures contracts I have a RT profile and RT test profile.
using a 60 minute time frame.
in my focus list I select custom and have 10 strategies running on each symbol, so in total I have 100 strategies running.
I have just tried adding another 2 more strategies into each symbol Meaning 12 on each symbol.
the problem I am having is each time I add 12 and do a test run omni trader deletes 2 symbols in an descending alphabetical order (last 2)leaving 10.
The question I have is what is the maximum amount of strategies one can run on each symbol?? (there isn't any paper work on max amount)
chart attached
Regards
Frank Birch
Attached file : 30.11.2022_22.44.04_REC 10.png (103KB - 40 downloads)
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Bekaert
 Member
 Posts: 48
Joined: 2/1/2008
Location: Oostkamp, Belgium, Europe
User Profile |
You could activate all you strategies for all symbols in the focus list
but in the filter of each of your 12 strategies you coud add
=> Symbol = "abc" or Symbol = "def" or Symbol = "ghj" etc....
Marc
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Frank Birch
 Veteran
 Posts: 102
Joined: 3/25/2006
Location: UK
User Profile |
Hi Marc & all,
That's a very clever work around!! I like that a lot!!
Be nice for Nirvana to chime in thou?
Thanks
Frank Birch
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Bekaert
 Member
 Posts: 48
Joined: 2/1/2008
Location: Oostkamp, Belgium, Europe
User Profile |
There is also another solution
if the systems in you strategies are omnilanguage you could add the following in you system:
Dim mysymbol As String
mySymbol = left(Symbol,3)
'====Signal Statement =====
If mySymbol = "abc" or mySymbol = “def” . . . .Then
Signal = LongSignal
End if
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Frank Birch
 Veteran
 Posts: 102
Joined: 3/25/2006
Location: UK
User Profile |
Hi Marc & all,
unfortunately they are coded in SDK so its the filter block route.
Frank
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Barry Cohen
 Idol
    Posts: 2248
Joined: 1/1/1900
User Profile |
I'm not aware of any max amount of strategies per symbol. Symbols shouldn't be getting deleted in your profile though, & if they are it'd be a bug. Is there any way you could make a video of the behavior you're seeing?
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Frank Birch
 Veteran
 Posts: 102
Joined: 3/25/2006
Location: UK
User Profile |
Hi Barry,
so I've found that 10 is the limit, symbols are not being deleted! when i have 12 strategies ticked per symbol when I run the to do list it self unticks the bottom 2 strategies leaving only 10 running in a test?
Regards
Frank
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Barry Cohen
 Idol
    Posts: 2248
Joined: 1/1/1900
User Profile |
I see. I think you misunderstand what is happening. Right-click the Focus List & select Enabled Strategies -> This Symbol -> Custom. When that form is opened, it automatically sorts all checked strategies first & below that it sorts the non checked strategies. So I think what you're seeing is after you uncheck some & revisit the form, it shows the ones that you unchecked at the bottom. Please confirm if that is the case.
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Frank Birch
 Veteran
 Posts: 102
Joined: 3/25/2006
Location: UK
User Profile |
Hi Barry & all,
Sorry in the delay been manic over here.
I've put together a video showing what's going on.
So I have over 100 strategies running on 10 symbols (the example video is a test profile for time downloading) and want to add more in the custom symbol format and in the video attached I started with 14 strategies and once I run the to do list it clearly shows you can only have a MAX of 10 strategies running on any symbol.
Hope this helps.
Regards
Frank Birch
Attached file : 13-Dec-22 18-28-48 before.png (295KB - 24 downloads)
Attached file : 13-Dec-22 18-29-55 after.png (294KB - 20 downloads)
Attached file : custom strategies.zip (3952KB - 15 downloads)
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Barry Cohen
 Idol
    Posts: 2248
Joined: 1/1/1900
User Profile |
Thanks Frank, that helps & I was able to reproduce it. It's a weird bug for sure, but has an easy work around. It seems to only occur if you have 10 or more strategies that are named too similar. I don't know the naming rules causing it yet, but I was able to reproduce it when having strategy names that are very closely named like yours. And the issue seems to only manifest itself when using this enable custom strategy per symbol feature.
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Frank Birch
 Veteran
 Posts: 102
Joined: 3/25/2006
Location: UK
User Profile |
Hi Barry & all,
outstanding news Barry hope there is a fix I cant rename 140 strategies ha.
Regards
Frank Birch
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