Hoping to ask for some guidance and pointers for trading a basket of instruments please... My end goal is to run a fully automated strategy that monitors and trades a basket of 250 stocks. Currently for backtesting I have created one strategy and then I have been using Strategy Analyzer against the instrument list (of 250 stocks) to test the strategy. This runs them one by one, however in order to live trade my understanding is that I need to hardcode the dataseries for each instrument into a single strategy. Some questions please:
1. Is this understanding correct? are there any better or other options for live trading against a large volume of instruments? (e.g. could I open 250 chart windows, load each instrument onto its own chart and turn on the strategy? I think I read somewhere that some traders have multiple NT8 licenses - I'm not sure if they've got 5 machines running 50 windows each etc)
2. Are there any examples you can point to to illustrate how to do this (even if 2-3 instruments, it'd be enough to get going from).
3. To actually run the strategy with live trading, what is the high level process please? E.g. do I open 'Chart' and select a nominal instrument, then select my strategy? Presumably there'd be ~250 lines on a chart
4. This may need to be a separate post on its own... when adding each of the instruments (stocks), is it possible to use 'Volume'(rather than time based seconds/minutes) and set different Volume levels per each of the 250 instruments? E.g. stock ABC I'd want to form bars for 1,000 volume, while stock DEF I'd want to form bars based on 5,000 volume - but both would be running from the same single strategy that's trading 250 stocks.
Thanks in advance for any help or guidance you can provide.
ChainsawDR
Comment