I would like to create a strategy that would trade several instruments, each one with a different strategy. For example trade SPY with strategy A and OIL with strategy B (assume that SPY and OIL bars belong in the same watchlist). How can I achieve that?

This will be a highlight of the upcoming version 6.2: the ability to combine multiple Strategies on different DataSets in a GUI, as easy as combining Strategies from Rules.

Hope the wait is not too long but for now, you need to combine the rules of each strategy included in the same Strategy file, and check for Bars.Symbol when making entries and exits.

For example, you could try including this condition in the System1 and System2 classes of this design pattern:

WealthScript Techniques | MultiSystem, or Calling A Strategy From Another

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Hi, just bumping this thread.

Can i trade multiple strategies across a different set of instruments for each strategy and then combine the performance results for each?

Basically the perfect solution would be to use a correlation matrix for my position sizing for each system or for the whole portfolio but i think the easiest and most likely solution might be to split Rates, FX, Equities, Agricultural and non agricultural commodities in to different baskets and then run the system as a multi system portfolio across each basket. With the use of a PosSizer i can then limit the number of open positions in each basket to limit concentrated risk and provide diversification.

Is this the best solution to create a diversified and "non correlated" basket of instruments across the system?

At present i have a basket of futures with the system run equally across every instrument despite some being highly correlated with one another, this obviously poses a problem when correlations across assets move to one

Thanks Charles

QUOTE:
Can i trade multiple strategies across a different set of instruments for each strategy and then combine the performance results for each?

Yes. Starting from version 6.2 you can use the "Combination Strategy" feature to achieve that: for each "child" Strategy included, you can specify its own DataSet.