Different market entries with different positionsize.

• 02/25/2022 at 9:35 PM #188852
  jhon

  I am looking for code for two different inputs within the same system.

  The first entry is under conditions a and b and positionsize normal.
  The second entry is under conditions a, b, and c and positionsize/2.

  They are not cumulative positions, or he enters with the first entry or with the second entry.

   

  Thanks.

  

  jhon

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  02/25/2022 at 11:40 PM #188853
  JS

  Hi @jhon,

  Something like this…

  ABC

  DefParam CumulateOrders = False IF NOT OnMarket AND a and b THEN BUY PositionSize Contracts AT MARKET ENDIF If Not OnMarket AND a and b and c THEN BUY PositionSize/2 Contracts AT MARKET ENDIF

  1 2 3 4 5 6 7 8 9

  DefParam CumulateOrders = False   IF NOT OnMarket AND a and b THEN BUY PositionSize Contracts AT MARKET ENDIF   If Not OnMarket AND a and b and c THEN BUY PositionSize/2 Contracts AT MARKET ENDIF

   

  

  JS

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  02/26/2022 at 1:00 AM #188859
  PeterSt

  JS wrote:

  Something like this

  IF NOT OnMarket AND a and b THEN BUY PositionSize Contracts AT MARKET ENDIF If Not OnMarket AND a and b and c THEN BUY PositionSize/2 Contracts AT MARKET ENDIF

  1 2 3 4 5 6 7

  IF NOT OnMarket AND a and b THEN BUY PositionSize Contracts AT MARKET ENDIF If Not OnMarket AND a and b and c THEN BUY PositionSize/2 Contracts AT MARKET ENDIF

  Nah, not really. That may end up with 1.5x PositionSize because it is ambiguous (but we should try it for real in order to be sure); I mean, this will not end up in two times a position, but both will accumulated in the one bar-call.  DefParam CumulateOrders = false won’t help here.

  IF NOT OnMarket AND a and b THEN BUY PositionSize Contracts AT MARKET ELSIF Not OnMarket AND a and b and c THEN BUY PositionSize/2 Contracts AT MARKET ENDIF

  1 2 3 4 5

  IF NOT OnMarket AND a and b THEN   BUY PositionSize Contracts AT MARKET ELSIF Not OnMarket AND a and b and c THEN   BUY PositionSize/2 Contracts AT MARKET ENDIF

  Maybe that will work better. 🙂

  

  PeterSt

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  02/26/2022 at 7:13 AM #188860
  JS

  Hi @jhon,

  First test the entry with the most conditions, then the entry with the second most…etc.

  Otherwise you will endup with a wrong PositionSize.

  Use CumulateOrders = False to prevent cumulated orders.

   

  ABC

  DefParam CumulateOrders = False If a and b and c then Buy PositionSize/2 Contracts at Market ElsIf a and b then Buy PositionSize Contracts at Market EndIf

  1 2 3 4 5 6 7

  DefParam CumulateOrders = False   If a and b and c then Buy PositionSize/2 Contracts at Market ElsIf a and b then Buy PositionSize Contracts at Market EndIf

  

  JS

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  02/26/2022 at 9:46 AM #188870
  jhon

  Thank you very much JS.

  I see that the problem I had was because of the order of the entries, your last post.
  For the rest, I was using that same code.

  It is curious, the order of the factors does alter the product. 🙂

  

  jhon

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