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Multiple BUY commands

robertogozzi · 2016-07-24T08:29:52+00:00

If I want to overcome the broker’s limit, say 50 lots per order, may I write: CumulateOrders = False . . BUY 50 Contracts at market BUY 20 Contracts at market . . to buy 70 contracts? If yes and I want to close all of them, shall I later write SELL AT MARKET once or twice? Thank you.

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ProOrder: Automated Strategies & Backtesting
Multiple BUY commands

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07/24/2016 at 9:29 AM #10832 quote

robertogozzi
Moderator

Legend

If I want to overcome the broker’s limit, say 50 lots per order, may I write:

CumulateOrders = False

.

.

BUY 50 Contracts at market

BUY 20 Contracts at market

.

.

to buy 70 contracts?

If yes and I want to close all of them, shall I later write SELL AT MARKET once or twice?

Thank you.

07/24/2016 at 2:01 PM #10844 quote

David
Participant

Veteran

I assume you mean the 50 trades per day per trading strategy in PRT?

If yes, this PRT 50 executions limit per day and not a limit on the number of contracts per day. As far as i know you can open as many contracts as you like.
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Multiple BUY commands

ProOrder: Automated Strategies & Backtesting

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robertogozzi @robertogozzi Moderator

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This topic contains 1 reply,
has 2 voices, and was last updated by David
10 years, 2 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	07/24/2016
Status:	Active
Attachments:	No files

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Multiple BUY commands

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Multiple BUY commands ProOrder: Automated Strategies & Backtesting

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Multiple BUY commands

ProOrder: Automated Strategies & Backtesting