Incorporate open positions

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  • 07/27/2017 at 2:14 PM #41809 quote
    pimento
    Participant
    Average

    Hi, I have a question and wonder if anyone knows the answer. Am I able to get a system to recognise open positions that were opened outside the system. i.e. If I am, say, long of X and then start a system running, how do I get it to recognise that I am long and take this into account?

    Many thanks if anyone can help me.

    07/27/2017 at 4:51 PM #41829 quote
    Despair
    Blocked
    Master

    I think this is impossible. A strategy never “sees” trades opened manually or by another strategy.

    Then I think your post belongs into the proorder section.

    Nicolas thanked this post
    07/31/2017 at 12:09 PM #42081 quote
    pimento
    Participant
    Average

    Hi Despair, my post tells me this is the Pro order section.

    I would like to take this discussion a little bit further if possible. Trades opened outside the system are seen by ProRealTime, as they appear on the charts as open positions, and you are able to act on them on the the charts. If it’s not possible now, van it be something for the next version.

    The reason I ask, is that if I would like to make changes to a system that is running, or it time-out because I “forgot” and I set it to leave the open positions running, I would like to have them acted on by the system when it is re-started.

    07/31/2017 at 12:27 PM #42083 quote
    Despair
    Blocked
    Master

    I think your post was already moved. 🙂

    Again to your question, I think it is (at least with the current version of PRT) not possible that a system “takes control” of a trade that is already open when you start the system. I think a system can only influence positions that were opened by itself and if you stop it and restart it, it is the same as if it were a new system.

    Maybe I’m wrong (check with Nicolas to be sure) but I think it is not possible.

    07/31/2017 at 2:01 PM #42099 quote
    Nicolas
    Keymaster
    Master

    A system can only deal with its own orders and can’t interact with manual trades. Post already moved to the correct section 🙂

    07/31/2017 at 3:28 PM #42104 quote
    pimento
    Participant
    Average

    Hi, thanks guys. Another question on the same topic; if the system trades multiple times, and I exit one of the trades, it would appear the whole system stops, think this is what generated my query in the first place. Is my assumption correct?

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Incorporate open positions


ProOrder: Automated Strategies & Backtesting

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pimento @pimento Participant
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This topic contains 5 replies,
has 3 voices, and was last updated by pimento
8 years, 7 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/27/2017
Status: Active
Attachments: No files
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