Sorry if my questions is too simple or has been answered before. I am new here... 1: How to design a strategy that have multiple "instruments in the play" in one piece of code. Somethign like if AMZN go up 5% from previous bar, and if oil is down and if Japanese Yen is up against Euro then enter a position, but the size of the position is based on the price of MSFT. 2: Is there a way to just programatically add all the stocks as my instruments (rather than adding them one by one manually)? I is the UI fully automatable? Thanks! Kevin
Hi Kevin, we have a community forum and a help board at http://www.smartquant.com/forums there is also FAQ section on this forum that discusses issues you've mentioned, particularly http://www.smartquant.com/forums/viewtopic.php?t=6566 You are welcome to join! Regards, Anton
Two other quick questions. Hope you have answers for me... 1: How to write a strategy for something like foreach(Instrument ins in AllUSStocks) or foreach(Instrument ins in AllUSStocksInEnergySector) or foreach(Instrument ins in AllUSStocksInFinancialSectorAndRegionBnnksSubSector) 1: How to deal with Options Expirations and Earning Releases I mean what if I want to define a strategy for something lke if instrmentA drops 20% after the ER, then do something 2 days before the next ER? Or If(frontMonthMSFT25call > 0.08) roll it over to the next month on the expiration Friday many many thanks!
Hi Kevin, we have a community forum and a help board at http://www.smartquant.com/forums Regards, Anton
PS. I don't think that everyone on ET is interested in reading about details of OpenQuant strategies and, secondly, it would be much more useful to have this discussion on SmartQuant forums so that other OpenQuant users and prospects can use the forum as a knowledgebase. After all we are software developers and not the experts in all possible trading strategies (for example we are not experts in heavy option trading, although OpenQuant supports options and other derivaties), so that in certain cases you may expect more professional feedback from OpenQuant user community who may have already developed types of strategies you are interested in. Regards, Anton