Maximum Contracts

• 04/20/2019 at 2:00 PM #96841
  Mike Ros

  Hello,

  when i have defparam on true, how can i during a backtest set a maxium contracts that can be open?

  In the real money mode you can set the maxium contracts at the beginning, but that is not possible in the backtest mode.

   

  thanks for support

  

  Mike Ros

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  04/20/2019 at 2:48 PM #96842
  Vonasi

  You can try something like this:

  MaximumContracts = 50 TooManyContracts = abs(countofposition) >= MaximumContracts If not TooManyContracts and (your conditions) then Buy 1 contract at market endif

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  MaximumContracts = 50   TooManyContracts = abs(countofposition) >= MaximumContracts   If not TooManyContracts and (your conditions) then Buy 1 contract at market endif

  Not tested.

  

  Vonasi

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  04/20/2019 at 3:06 PM #96843
  robertogozzi

  You can use:

  • COUNTOFPOSITION              https://www.prorealcode.com/documentation/countofposition/
  • COUNTOFLONGSHARES      https://www.prorealcode.com/documentation/countoflongshares/
  • COUNTOFSHORTSHARES   https://www.prorealcode.com/documentation/countofshortshares/

  So you can test, say, that you don’t have more than 3 contracts open:

  IF MyConditions AND COUNTOFLONGSHARES < 3 THEN //accumulate contracts up to 3 BUY 1 CONTRACT AT MAERKET ENDIF

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  IF MyConditions AND COUNTOFLONGSHARES < 3 THEN   //accumulate contracts up to 3    BUY 1 CONTRACT AT MAERKET ENDIF

   

   

  

  robertogozzi

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  04/20/2019 at 3:07 PM #96844
  robertogozzi

  You were so fast Vonasi, I was still typing while you were posting!

  

  robertogozzi

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  04/20/2019 at 3:34 PM #96845
  Mike Ros

  it works, many thanks

  

  Mike Ros

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  04/20/2019 at 4:30 PM #96846
  Nicolas

  I am too late 😆

  

  Nicolas

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  04/20/2019 at 4:56 PM #96847
  Vonasi

  Nicolas wrote:

  I am too late

  You snooze you lose! I even had time to edit the title to get rid of the ‘shouty’ capitals and misspelling before you got here – you are being slowed down due to eating too many Easter eggs I think!

  

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  04/20/2019 at 9:07 PM #96854
  GraHal

  hahahaha … good job you 3 fast guns are here! 🙂

  

  GraHal

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  04/20/2019 at 9:59 PM #96855
  Vonasi

  GraHal wrote:

  hahahaha … good job you 3 fast guns are here!

  As Sheriff of the Code Snippets Library I thought you was gonna say that you corralled it into there!

  

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  04/21/2019 at 9:20 AM #96858
  GraHal

  Yep … all rounded up and locked away in here

  Snippet Link Library 🙂

  

  GraHal

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