One strategy/position at a time

• 10/25/2018 at 11:55 AM #83500
  snaajpern

  Hi,

  First of thank you for all the help i’ve gotten from the forum throughout my coding with PRT!

  I have several strategies running in the same instrument; with different timeframes and logic. My problem is when they all open positions at or around the same time – my total positon count is to high for my preference.

  My question: is there a way for one strategy to know if there are any open positions in the instrument belonging to another strategy, and preferably count them? or any other way to limit the amount of contracts or positions in the instrument at the same time?

  Thank you for your answer(s),
  Rasmus

  

  snaajpern

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  10/25/2018 at 12:18 PM #83502
  Vonasi

  Strategies are completely independent of each other so the answer is that there is no way for one strategy to know how many positions another one has open.

  

  Vonasi

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  10/25/2018 at 12:57 PM #83506
  robertogozzi

  Maybe this post may help https://www.prorealcode.com/topic/allow-only-one-strategy-to-execute-a-trade/#post-34686.

  

  robertogozzi

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  10/25/2018 at 1:30 PM #83509
  Vonasi

  The link does not work for me Roberto.

  Maybe this one will?

  https://www.prorealcode.com/topic/allow-only-one-strategy-to-execute-a-trade/

  I’d forgotten that thread – I seem to recall us discussing this somewhere before and the only down side to your code was that you would need to list the strategies in some sort of order of priority from best to worst as strategy 1 is given first opportunity to have its conditions met and if they are then strategies 2 and 3 and so on are ignored.

  

  Vonasi

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  10/25/2018 at 2:37 PM #83523
  robertogozzi

  Links don’t work for me either. You have to select them, then copy the selction to the clipborad and paste it in the browser.

  As for my post… yes, you need to assign them a priority, in case more than one starategy has conditions met. But if you have 6 strategy and want at most 2 of them open trades at the same time you just have to allow multiple trades (via DEFPARAM CUMULATERORDERS=TRUE) then count trades and only stop when the maximum is reached.

   

  

  robertogozzi

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  10/29/2018 at 9:32 AM #83688
  snaajpern

  Thank you for your answers Robert and Vonasi!

  Guess all strategies in one code is the solution ATM.

   

  

  snaajpern

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