Create a strategy that trades several portfolios / sub-strategies

Typically a strategy running corresponds to one entry in the database table strategy. In certain situations it may be necessary for a running strategy to place orders into separate entries in the database table strategy.  Reasons for this might be:

• A strategy wants to have of multiple positions on the same instrument (i.e. long and short positions at the same time)

• A strategy needs to track positions for different accounts

For this purpose it is possible to use so called Base Strategy Names.

Example:

A strategy named EXAMPLE would like to interact with two separate entries in the database named LONG and SHORT. For this purpose the strategy needs to be started with the strategyName set to EXAMPLE inside the file conf.properties . Alternatively the properties can be changed via VM arguments:

strategyName = EXAMPLE

In addition one needs to create the two entries EXAMPLE|LONG and EXAMPLE|SHORT in the database table strategy. the |separator causes strategy events like OrderStatusVO, FillVO and TransactionVO are propagated to the running strategy EXAMPLE.

Note

Using other characters than | will not work and will cause strategy events not to arrive in the EXAMPLE strategy.