Multiple strategy positions in TS8.3

[belflan]

need some help with this.

I've been testing a few strategies in TS8.3. (looking to get e-curves that compliment eachother)

It seems that TS will allow you to hold both long and short positions in the same contract if traded as two seperate strategies.

this doesn't seem to make much sense to do this. is there away around this in TS8.3

belflan

 

[StratOpt]

Put all of your strategies into a single composite strategy

 

[belflan]

Put all of your strategies into a single composite strategy

thanks StratOpt

Got there in the end, TS8.3 seems to be light years ahead of TS2ki in terms of usability. If they could just get their roundtrip costs down maybe some of my strats could be tradable

belflan

 

[StratOpt]

If you trade often enough they will cut you a deal on commissions. If it is the commission costs that is eating your strategy, then you might simply be trading too fast for your logic. One thing that I see often in my consulting business is that people will have created a strategy and during their intitial testing they will have used either too low of a cost structure or most times they use no costs at all under the assumption that since they use limit orders that there is no such thing as slippages. Using too little or no costs during a testing process will entice a strategy to trade too fast because there is no penalty for making trades that are just breakeven to barely profitable. I don't think that the costs are an issue with you based on other conversations that we have had, but it is still something people need to be aware of