Take best parts of 2 strategies-merge in one

I have created 2 strategies (for NT but it doesn’t matter) using asymmetrical log/short rules. I wish to combine these in one strategy. What is the easiest way to copy the exact rules for long and short in one strategy?

Most NT brokers don’t allow hedging so obviously I can’t run them at the same time plus I don’t have enough margin to cover the orders for 2 strategies in futures.

Can anyone provide an easy guide how to do this as I don’t know how to edit source code I am not a programmer.

For what you describe as “hedging”, basically running different strategies on the same instrument (or also different time frames strategies on same instrument, etc…), the best way to work this situation (imo) is to set up multiple linked accounts at your broker. Dorman, specifically DO let you do this (as I have exactly that at Dorman, with NT as IB).

It’s a well known challenge that you can not for example tie specific orders to specific strategies and it WILL happen that orders of a strategy can cancel out or impact positions of a different strategy, so just run them in different (linked) accounts. Works for me at Dorman (and ADMIS, but my ADMIS account is with Striker as IB and has no SQ/NT activity, totally separate). My Dorman account is what I run NT and SQ strategies on. Also IB, (as in Interactive Brokers, not Introducing Broker) will also do this for you, as I used to have linked accounts there (they let you have up to 10) until I eventually got pissed off at their nightly reboots for TWS (since SQ uses NT7, you need a TWS workaround such as IBG4NT7, instead of the normal gateway that works for NT8).

Contact NT customer services, explain your challenge to them (want to run multiple strategies on the same instrument), they’ll happily set you up linked accounts. You will have to fund them all separately which may be a challenge for you since you mention margin requirements constraint, but ability to fund separate accounts is different – the mechanism to get around the problem you describe exists.

….generating symmetrical strategies leads to less curve fitting.

Hello,

another way here would be to trade a highly correlated market. Some people trade long ES (emini SP 500) + short YM (emini Dow) for example. This relates mainly to US indexes though