If strategy stops on max contracts, will the code still run to exit?

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  • 01/18/2019 at 10:10 AM #89025 quote
    Gubben
    Participant
    Senior

    If I set max contracts to 3, and cumulate orders is true but no code to limit it, I’m assuming ProOrder will stop it at 3, but what happens to the code then – will it still trigger exit conditions?

    I have a strategy running where this is the case. For the future I think it’s better if I code max orders but I’m still curious what happens to an onmarket running strategy’s exit conditions if ProOrder stops it but it continues to run…

    01/18/2019 at 10:56 AM #89029 quote
    Vonasi
    Moderator
    Master

    I’m guessing that it just stops opening additional positions until one is closed to allow space to do so rather than stop the strategy or orphan the positions that are open. The simplest way is to test it with a dummy strategy on demo that tries to open three positions in a row with max positions set to 2 and see what happens.

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If strategy stops on max contracts, will the code still run to exit?


ProOrder: Automated Strategies & Backtesting

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Gubben @danung Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by Vonasi
7 years, 1 month ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/18/2019
Status: Active
Attachments: No files
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