Questions about SQ4 and multiple positions

Hi Mark and team,

 

I have some questions about whether the core of SQ4 will support the following in relation to multiple open positions:

 

1. Multiple positions all opened at the same price – i.e. SQ4 can open the positions at approximately the same time and price?

   This would be so that the positions can be closed at different prices to scale out.

    

2. Multiple positions opened at different prices – different rules or parameters for each order so orders are opened at different times and prices?

   This would be so that the positions can be opened at different prices to scale in.

    

3. Multiple opened positions can have different SL and TP levels?

   And that SL and TP can be derived from any indicator/building block or combinatin of indicator/building blocks.

    

4. Multiple opened positions can have same trailing stop rules (indicator blocks), but each with different trailing stop parameters?

   This is so that some positions trail the price closely and others at a larger distance to try and capture some fast moves and some longer term moves.

    

5. Multiple opened positions can have completely different trailing stop rules?

   So for example, some might trail on moving average, some on linear regression, some on a high/low value, some on Pivot points as an example.

    

6. Multiple positions can be opened with the same lot size, or multiple open positions can be opened with differernt lots sizes?

   So total risk can be evenly spread throughout the open positions, or some can take more risk than others.  For example later positions take less risk, or more risk.

 

There are probably lots of other questions, but theses are the ones that interest me the most at the moment in terms of strategy ideas.

 

I’m thinking that when setting up SQ4 with strategy build settings and parameters, these and other questions would need to be asked of the user so that SQ4 can know how to manage multiple positions correctly.

 

Thanks,

 

Mike

 

Hello,

 

yes, backtesting engine in SQ4 will support multiple independent positions, so all the points you described will be possible.

 

I’m not sure yet how the strategies with multiple positions will be generated and how exactly will their setting look like, we will work on it as we will be implementing it.

Multi-position makes the trading more complex, I think.

 

multi-position = many strategies on One instrument.

Multi-position makes the trading more complex, I think.

 

multi-position = many strategies on One instrument.

Thats what makes it unique,

multi-position strategies option that will be added into SQ4 will open new doors to new strategies, unlike now we can only use one position each time on each direction..

multi-positions is HUGE!