Cumsum long/short positions

• 06/17/2020 at 3:00 PM #136262
  Albaran

  Hi there,

  I need my system to know how long/short I am in the market even though I, personnally, can’t/ could not possibly know…

  Below piece of code assumes that I have been building up on positions..

  Is this going to work? :

  Cumsum countoflongshares

  countof(long/short)shares = cumsum(countof(long/short)shares)

  1	countof(long/short)shares = cumsum(countof(long/short)shares)

  Thanks for your replies

  

  Albaran

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  06/17/2020 at 3:10 PM #136263
  robertogozzi

  You don’t need to do any math.

  CountOfLongShares and CountOfShortShares return the data you need. Since you cannot have Long and Short trades opened at the same time, that’s all you need.

  CountOfPosition returns the same data, but as a positive number for Long trades and negative numbers for Short trades (you may use ABS() to work this around).

  They return data relative to the current strategy, since knowing what other strategies do is not currently supported.

   

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  Albaran

  

  robertogozzi

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