Combining Strategies

[corrado]

Hello!

I need an advice for how to combine two strategies into one strategy.
I plan to merge two strategies into one. The idea is to be able switch between strategy signals based on recent performance of the one.
For example a combined strategy starts with the signal from the first strategy. When position is closed by 1st strategy signal then the combined strategy will compare 1st and 2nd strategy performance. The 2nd strategy at that time will be in simulated mode - its performance has to be tracked by the code. The challenge here is how to track 2nd strategy performance running of which is simulated?
I'm looking for a solution with minimal coding as I realize that can be done with a lot of coding by manually tracking simulated entries and exits.

Thank you.

[NinjaTrader_RyanM1]

Hello Corrado,

Strategies can only be applied to one account. There's no way to conditionally change the account it's running against.

It seems like you're aware of an alternative here - programming your own simulation engine, but this would be a complex project to code.

What you may consider is running two versions of the strategy.
One version runs on simulated account no matter what.
The other version will run on a live account and stop the strategy once your loss limits are hit. This sample can help with setting this up.
Halting a Strategy Once User Defined Conditions Are Met

[corrado]

NinjaTrader_RyanM, Thank you.