1. The characteristics of the intra-day strategy are opening the day and closing the day, so the risk is small;
2. The trend strategy is characterized by a long holding time, but once caught, it is a big trend;
3. The combination of intra-day strategy and trend strategy can be smooth The fund curve, when the market is volatile, the intra-day strategy can reduce the risk of repeated stop-loss of the trend strategy.
Therefore, the development of multi-strategies requires the development of intra-day strategies and the development of trend strategies.
As a full-time self-operating trading system, it must support both intra-day strategies and trend strategies. Specific solutions can start multiple threads or processes at the same time, each process is bound to an account separately, and each account is bound to a strategy, so that we can Funds are evenly distributed to multiple accounts. During the operation, our core concern is whether the fund curve of multiple accounts is smooth and upward, no longer the fund curve of a single account.
