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Negoziare una frazione di contratto

robocop · 2020-06-22T10:06:19+00:00

Ho notato che in proorder se si mette BUY PARM CONTRACT AT Y STOP, quando PARM vale un numero decimale (es 0.5) l’ordine non viene eseguito, nè in probacktest nè in papertrading. Viene eseguito solo se PARM vale un numero intero. C’è un modo per negoziare una frazione di contratto?

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Forum ProRealTime Italiano
ProOrder: Trading Automatico & Backtesting
Negoziare una frazione di contratto

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06/22/2020 at 11:06 AM #136745 quote

robocop
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Ho notato che in proorder se si mette BUY PARM CONTRACT AT Y STOP, quando PARM vale un numero decimale (es 0.5) l’ordine non viene eseguito, nè in probacktest nè in papertrading.

Viene eseguito solo se PARM vale un numero intero.

C’è un modo per negoziare una frazione di contratto?

06/22/2020 at 3:06 PM #136777 quote
robertogozzi
Moderator

Legend
Con la v11 non sono riuscito ad ottenere il risultato che tu desideri (non so perché, va chiesto all’assistenza premendo Ctrl+M).

Sulla v10.3 ci sono riuscito con questo codice (ho usato entrate a mercato, ma non credo sia questo il problema):
```
defparam cumulateorders = true
if barindex = 0 then
   Parm = 0.5
endif
buy parm contract at market
parm = parm + 0.5
if parm > 3 then
   parm = 0.5
   sell at market
endif
```
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Negoziare una frazione di contratto

ProOrder: Trading Automatico & Backtesting

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This topic contains 1 reply,
has 2 voices, and was last updated by robertogozzi
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Topic Details

Forum:	ProOrder: Trading Automatico & Backtesting
Language:	Italian
Started:	06/22/2020
Status:	Active
Attachments:	No files

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Negoziare una frazione di contratto

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Negoziare una frazione di contratto ProOrder: Trading Automatico & Backtesting

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Negoziare una frazione di contratto

ProOrder: Trading Automatico & Backtesting