How to create strategy for portfolio

[Radek]

Hi,
How do I create strategy which can be run on portfolio of currencies?
When I created one strategy it seem that it runs only on first currency, but not on others.
Do I need extra copy of strategy (.dll) for each pair?

Radek

[Terranin]

Hi,
How do I create strategy which can be run on portfolio of currencies?
When I created one strategy it seem that it runs only on first currency, but not on others.
Do I need extra copy of strategy (.dll) for each pair?

Radek

Strategy receives all ticks from all currencies. You can see from which currency it came with Symbol function. So you can process all currencies in 1 strategy. Something like:

if Symbol = 'EURUSD' then <do something>
if Symbol = 'USDJPY' then <do other things>

[ghamm]

Hi,
How do I create strategy which can be run on portfolio of currencies?
When I created one strategy it seem that it runs only on first currency, but not on others.
Do I need extra copy of strategy (.dll) for each pair?

Radek

I do this all the time..
A couple of things to remember..

1. As mike said, you can use the Symbol() function, to see what pair gave you the tick.. (If you care)

2. If you want to use the default "Bid" function, it will give you the price of the pair that you set.. So , you want to deal with the pair "EURUSD", then make sure you set it as the default.
I.E. SetCurrencyAndTimeFrame('EURUSD', PERIOD_M5);
you can also use the "i" functions , just like MT4. IBid() for example, will allow a parameter to SPECIFY a pair.


I will basket trade sometimes 5 pairs at once, either in a hedge or just a simple basket. Its one of the strongest features of FT.