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Interesting observation: using NT6.5 and running 2 strategies
Interesting observation: usingNT6.5 and running 2 strategies on a single instrument with the same defined cumulative profit targets for each strategy (eg $1000 profit target for each), both strategies stop when the combined profit for both strategies hits $2000, ie the combined total of profit targets, regardless of how it is distributed. Eg one strategy hits $1500 and the other $500 - then both strategies stop. I would have thought that each strategy would have operated independently but apparently not. Has anyone else seen this? It could be useful as a trading method - ie trade variants of a strategy and perhaps reduce the profit for each strategy by 50%, which may reduce risk.
It seemed to happen again in the CL 4-10 cash market on 23 Feb 2010 in sim real time. This time I started one version of a strat on its own first and it hit $1220 profit in the first trade and ceased trading as its profit target of $1000 was achieved. Without resetting the sim account I then started a second version of the strat in the Cl 4-10 and it finished the day -$1950 without triggering the loss target (set at -$1000). Thus at close of trading, cumulative profit/loss for both strats combined was -$730. It appears that NT6.5 was waiting for cumulative losses for both strats combined to total more than -$2000 before the second strat ceased trading. If so the second strat may have hit a loss greater than -$3000 before it ceased trading.
This could be a problem if it happens with live trades.
VERY interesting ... I havent tried that as a tool ... does it also work with strategies based on different instruments, or different bar types for the same instrument?
Hi Nano,
I was running the same strategy on two different vehicles and from what I saw happening I was pretty sure the variables wrecked in the process. Someone at from NT in the forum said that this is possible so be careful out there.
