combinations of strategy

[cyan.gloom]

Hi,

I'd like to get to know how to write the code to combine some strategy.
For example, I have 5 strategies which is different assets pair and time. How can I submit 5 strategies as a strategy??

Best regards,

[support]

@cyan-gloom Hi, the simplest way is just to define 5 strategies generating 5 arrays of weights, let us say weights1, weights2, and so on.

Then, you can sum all weights, weights= weights1+weights2+....

and submite the final summed "weights". The net allocation will be the sum of the allocations of each single strategy.

[cyan.gloom]

@support
Thanks
I got it !