combinations of strategy
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??
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@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.
I got it !