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Acumulacion de ordenes ACTIVADA

Carlos GC · 2016-05-09T07:54:57+00:00

Hola, He activado (TRUE) la acumulación de ordenes (DEFPARAM CumulateOrders = true ) pero me gustaría poner un limite hasta 5 posiciones. Es decir que cuando llegue a 5 posiciones compradas la 6 orden se cierren las anteriores. COMO PUEDO LIMITARLO? GRACIAS

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ProOrder: Trading Automático y Backtesting
Acumulacion de ordenes ACTIVADA

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05/09/2016 at 8:54 AM #6599 quote

Carlos GC
Participant

Average

Hola,

He activado (TRUE) la acumulación de ordenes (DEFPARAM CumulateOrders = true ) pero me gustaría poner un limite hasta 5 posiciones. Es decir que cuando llegue a 5 posiciones compradas la 6 orden se cierren las anteriores.

COMO PUEDO LIMITARLO?

GRACIAS

05/09/2016 at 10:13 AM #6607 quote
Adolfo
Participant

Senior
¡Hola!

Creo que debes usar el comando “CountOfLongShares” ó “CountOfShortShares“.

Sería algo parecido a ésto:
```
IF LongOnMarket AND CountOfLongShares >= 5 THEN
SELL AT MARKET 
ENDIF

IF ShortOnMarket AND CountOfShortShares >= 5 THEN
EXITSHORT AT MARKET
ENDIF
```
Espero que te sirva.

Saludos
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Acumulacion de ordenes ACTIVADA

ProOrder: Trading Automático y Backtesting

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Carlos GC @carlos_gc Participant

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This topic contains 1 reply,
has 2 voices, and was last updated by Adolfo
10 years, 4 months ago.

Topic Details

Forum:	ProOrder: Trading Automático y Backtesting
Language:	Spanish
Started:	05/09/2016
Status:	Active
Attachments:	No files

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Acumulacion de ordenes ACTIVADA

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Acumulacion de ordenes ACTIVADA ProOrder: Trading Automático y Backtesting

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Acumulacion de ordenes ACTIVADA

ProOrder: Trading Automático y Backtesting