Different market entries with different positionsize.

Viewing 5 posts - 1 through 5 (of 5 total)

Author

Posts
02/25/2022 at 9:35 PM #188852 quote

jhon
Participant

New

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.

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

Master
Hi @jhon,

Something like this…
```
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
```
02/26/2022 at 1:00 AM #188859 quote
PeterSt
Participant

Master
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
```
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
```
Maybe that will work better. 🙂
02/26/2022 at 7:13 AM #188860 quote
JS
Participant

Master
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.
```
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
```
02/26/2022 at 9:46 AM #188870 quote

jhon
Participant

New

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. 🙂
Author

Posts

Viewing 5 posts - 1 through 5 (of 5 total)

You must be logged in to reply to this topic.

New

Stuck on this ProBuilder code?

Describe what this topic is trying to build, in plain English, and ProRealAI writes the ProRealTime™ indicator, screener or system for you.

Available in 7 languages

Try ProRealAI

Different market entries with different positionsize.

ProOrder: Automated Strategies & Backtesting

New Reply

Author

jhon @jhon Participant

Summary

This topic contains 4 replies,
has 3 voices, and was last updated by jhon
4 years, 6 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	02/25/2022
Status:	Active
Attachments:	No files