[This message was posted by Alex Shindich of UNX, Inc <[email protected]>
to the "Algorithmic Trading" discussion forum at
http://fixprotocol.org/discuss/31. You can reply to it on-line at
http://fixprotocol.org/discuss/read/d06c6662 - PLEASE DO NOT REPLY BY MAIL.]
I have a situation where a portfolio algorithm should be disabled when only a
single name is selected to be a part of a wave. The ATDL standard supports a
strategy-level attribute called totalOrders, that indicates the total number of
orders in a portfolio/list wave. However, I am unclear about how to express a
workflow rule that references this attribute. Ideally, the workflow rule should
look like:
<stateGroup>
<targetStrategy name=”My Portfolio Strategy” enabled=”true”>
<strategy field=”totalOrders” operator=”GT” value=”1”/>
</targetParameter>
</stateGroup>
Can something like that be accomplished?
Thank you,
Alex
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