Design for a multi-instrument stratgies

[freewind]

Hi all,

I have few strategies for different instruments and before going live I have a design question to more experience NTs.
What is a better design:
1. To keep each strategy on its own, meaning I need to start each strategy and mange them separately.
2. or to make a 'Master Strategy' that load from within the code all the strategies and managed them from one place?

Thanks in advance!

[drolles]

Freewind,


In my experience it depends what you want to achieve.

If you would like to visualise the strategies as they run against each instrument then you will need apply the strategy against each instrument. For me, I’ve found that seeing the executions on a chart is comforting if nothing else. Hence, my personal approach is to apply the strategy to individual instruments within a chart.

My suggestion would be (as it is personal) you will need to try both ways and see what works for you.


See a related post on the topic of visualisation of strategies (http://www.ninjatrader.com/support/f...ad.php?t=35932). This thread is specifically around backtesting, there might be some workarounds with running live. E.g. opening chats and having the same indicators placed on the chart to track entries and exits.


Kind regards,


drolles

[NinjaTrader_Tim]

Hi freewind,

From a purely programmatic view, having them all in one would be the most efficiient, as there are less calculations/logic. There are obviously downfalls to the approach though, like complexity.