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How to understand the strategy running framework of moomoo's quant trading feature

1. Trigger Symbol & Logic of Strategy Cycles

Every strategy has at least one trigger symbol. Click "Start", and you’ll see it in the property bar on the right.

Note: The "Trigger Symbol1" here is just used as a reference. A real trigger symbol will be chosen in live trading or backtest later.

Click "Backtest" or "Live Trading", and then you can choose a real trigger symbol in the setting window as the "Trigger Symbol1" above.

One important role of the trigger symbol is to drive the cyclical running of the strategy. Therefore, you also need to set the interval between two rounds of running.

For example, set the strategy as "Apple (AAPL.US) & Run once for every tick". It means that the strategy runs once for every time Apple (AAPL.US) has one tick. When the strategy runs, an order of 5,000 board lots will be placed if a golden cross occurs in the MACD.

After the end of each round of running, the strategy will wait until Apple (AAPL.US) has another tick that will trigger another round of running.

2. Multiple Trigger Symbols & Multiple Trigger Symbol Groups

When building a strategy, we can set multiple trigger symbols on the canvas.

We can also add multiple trigger symbol groups in backtest or live trading.

So, what on earth is the difference between multiple trigger symbols and multiple trigger symbol groups?

2.1 Multiple Trigger Symbols

Taking the onboarding task strategy as an example, two trigger symbols are set in the "Start" box on the canvas.

In the Backtest Setting window, assign the two trigger symbols as Alibaba (09988.HK) and Tencent Holdings (00700.HK) respectively.

It indicates that the ticker of both Alibaba (09988.HK) and Tencent Holdings (00700.HK) will trigger the running of the onboarding task strategy.

Moreover, it doesn't matter if the strategy is triggered by Alibaba (09988.HK) or Tencent Holdings (00700.HK). No matter which ticker of these two trigger symbols triggered the strategy, the determination logic is to place an order for Tencent Holdings (00700.HK) with the MACD of Alibaba (09988.HK) as a condition.

2.2 Multiple Trigger Symbol Groups

From the above example, we can see the respective roles of different trigger symbols in one trigger symbol group.

If you add another trigger symbol group to the onboarding task strategy and assign the two trigger symbols as Apple (AAPL.US) and Google (GOOG.US) respectively, what will happen?

By setting multiple trigger symbol groups, you made a copy of the onboarding task strategy.

The tickers of Alibaba (09988.HK) and Tencent Holdings (00700.HK) will only trigger the original onboarding task strategy; the tickers of Apple (AAPL.US) and Google (GOOG.US) will only trigger the copy.

The original onboarding task strategy and the copy run in a relatively independent way, but they use the money (cash) and assets (stocks) in the same account (real account or backtest account).

Therefore, if one strategy has taken up the buying power of the account, the other one may face a situation where the buying power is not sufficient to place an order.

3. Running Order of Conditions & Operations

We already know that trigger symbols drive a strategy (the content of the canvas) to runin cycles.

Taking the Martingale strategy as an example, the strategy runs once for every 1m candle during the market open of the HSI Future Main (HSImain.HK).

Then, in what order do the Conditions & Operations on the canvas run?

The strategy begins from 「Start」 and leads to 3 paths. The 3 paths run in an order from top to bottom and then from left to right (In the illustrative diagram, the running order of the 3 paths on the canvas is as follows: Path 1 > Path 2 > Path 3).

A path will not begin until the previous path runs to the end; that is to say, the paths run in series, instead of in parallel.

Moomoo is a professional trading app offered by Moomoo Technologies Inc.
Any illustrations, scenarios, or specific securities referenced herein are strictly for illustrative purposes. Past investment performance does not guarantee future results. Investing involves risk and the potential to lose principal.