How to get tradeprice of first order where cumulative orders taken?

schizz · 2019-01-14T10:41:37+00:00

Hi, I would be grateful for help on the following question. I have a strategy which uses multiple orders. I’m aware the most recent entry price can be obtained using the tradeprice(1) instruction. How could I obtain the first entry price where multiple orders have been taken? ie. Tradeprice (n) where n is the countofpositions I suppose I could write it to a variable on opening the first order in a cumulative set, or is there a better way?

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01/14/2019 at 11:41 AM #88546 quote

schizz
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Hi,

I would be grateful for help on the following question. I have a strategy which uses multiple orders. I’m aware the most recent entry price can be obtained using the tradeprice(1) instruction. How could I obtain the first entry price where multiple orders have been taken?

ie. Tradeprice (n) where n is the countofpositions

I suppose I could write it to a variable on opening the first order in a cumulative set, or is there a better way?

01/14/2019 at 11:43 AM #88547 quote

Nicolas
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You can retrieve the “n” variable dynamically with COUNTOFPOSITION

01/14/2019 at 1:35 PM #88563 quote

schizz
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Thanks Nicolas. Not sure why but command ‘tradeprice(countofposition)’ does not work correctly. I have however solved the issue by setting a variable with the initial order tradeprice.

01/14/2019 at 2:24 PM #88569 quote

Nicolas
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Yes because COUNTOFPOSITION depends of how much Lots / Shares or contracts you have launched at market obviously, I should have been more precise.
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How to get tradeprice of first order where cumulative orders taken?

ProOrder: Automated Strategies & Backtesting

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schizz @schizz Participant

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This topic contains 3 replies,
has 2 voices, and was last updated by Nicolas
7 years, 9 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	01/14/2019
Status:	Active
Attachments:	No files