How do I accomplish - putting on multiple trades at the same time, closing them separately
Shravan Venkataraman last edited by
I want to be able to test strategies where, based on certain conditions, I enter a trade in one instrument and while that trade is still on, enter in another instrument also.
Essentially, I want the system checking different stocks for the same condition, and putting on multiple trades if multiple stocks fulfill the entry condition at the same time.
I went through the multitrades documentation, but couldn't quite grasp it outright.
Has anyone done an implementation like this, or testing with option spreads and strategies?