Event-Driven CTA Strategies Need Event Callbacks for Immediate Actions

Summary

This forum exchange concerns semi-automated trading with VeighNa’s CTA framework. The questioner runs a strategy without a graphical interface and wants to change parameters manually while it is active, using those changes to trigger a manual entry and automated exit. Their proposed approach checks for parameter changes inside the tick callback, which means an action waits until another tick arrives.

A respondent recommends the ScriptTrader module for interactive strategy use. The questioner asks whether it supports callbacks like tick or order events, and the reply says the script strategy module does not register event listeners. The discussion therefore distinguishes a callback-driven CTA strategy from a script interface that relies on polling. It offers no implementation for immediate triggering, nor does it discuss latency measurements, order handling, or safety controls; its practical value is limited to clarifying this framework capability.

Key ideas

• Checking for changed parameters in a tick callback delays action until the next tick.
• The exchange recommends ScriptTrader for interactive strategy operation.
• ScriptTrader’s script strategy module is described as lacking registered event listeners.
• The discussion does not provide a mechanism for immediate event-driven triggers.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.