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Sharing Variables Across Multiple VeighNa Strategy Instances

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Summary

A brief VeighNa community exchange asks how multiple instances of a CTA strategy, each running for a different contract, can share a variable. The reply suggests placing shared parameters under the class definition, and the original poster confirms that this worked. The discussion offers a basic implementation concept for strategy developers who need state accessible across instances of the same class.

The post does not explain the mechanics, show code, or discuss how shared state behaves during concurrent updates, restarts, or across different strategy classes. It also provides no trading rules, performance evidence, or risk analysis. Treat the advice as a narrow programming pointer; developers should check their framework’s behavior and consider synchronization and state-management needs when instances may update shared data.

Key ideas

  • Class-level parameters can provide a way for instances of the same strategy class to share values.
  • The example concerns multiple CTA strategy instances associated with different contracts.
  • The exchange confirms the approach worked for the person asking, but gives no implementation details.
  • The post does not address concurrency, persistence, or trading performance.

Tags

Futures

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