Opening and closing multiple positions after x days

• 04/11/2020 at 11:30 AM #125681
  JohnnyBlaze

  Hello everybody,

  I tried to code a system that buys one new position in a stock every month (up to 12 positions) and exits each postion after roughly one year (240 days). The idea is to build up to 12 positions continuously going with the oldest one being sold after 240 days and being replaced for a new one for another 12 months.

  I understand that PRT can only handle cumulated positions instead of managing multiple positions seperately. I am not a good coder and I tried to do it like this, but for some reason after buying all 12 postions the continuous exit does not work out. In the screenshot attached you see the weird exits. I had to set “AddPos” to “9” instead of “20” to end up exiting 20 days after, but I don’t understand the reason for that.

  I would appreciate any help on this. Thanks a lot!

  defparam cumulateorders = true NumberMaxPos = 12 P = Countofposition < NumberMaxPos AddPos = barindex - tradeindex >= 9 ExitDays = 240 pos1 = barindex - tradeindex(1) >= ExitDays pos2 = barindex - tradeindex(2) >= ExitDays pos3 = barindex - tradeindex(3) >= ExitDays pos4 = barindex - tradeindex(4) >= ExitDays pos5 = barindex - tradeindex(5) >= ExitDays pos6 = barindex - tradeindex(6) >= ExitDays pos7 = barindex - tradeindex(7) >= ExitDays pos8 = barindex - tradeindex(8) >= ExitDays pos9 = barindex - tradeindex(9) >= ExitDays pos10 = barindex - tradeindex(10) >= ExitDays pos11 = barindex - tradeindex(11) >= ExitDays pos12 = barindex - tradeindex(12) >= ExitDays // Entry Rules IF Countofposition = 1 THEN ExitPos = pos1 ELSIF Countofposition = 2 THEN ExitPos = pos2 ELSIF Countofposition = 3 THEN ExitPos = pos3 ELSIF Countofposition = 4 THEN ExitPos = pos4 ELSIF Countofposition = 5 THEN ExitPos = pos5 ELSIF Countofposition = 6 THEN ExitPos = pos6 ELSIF Countofposition = 7 THEN ExitPos = pos7 ELSIF Countofposition = 8 THEN ExitPos = pos8 ELSIF Countofposition = 9 THEN ExitPos = pos9 ELSIF Countofposition = 10 THEN ExitPos = pos10 ELSIF Countofposition = 11 THEN ExitPos = pos11 ELSIF Countofposition = 12 THEN ExitPos = pos12 ENDIF IF P AND AddPos THEN BUY 1 share AT MARKET ENDIF //Exit Rules IF longonmarket AND ExitPos THEN SELL 1 share AT MARKET ENDIF

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  defparam cumulateorders = true   NumberMaxPos = 12 P = Countofposition < NumberMaxPos AddPos = barindex - tradeindex >= 9 ExitDays = 240   pos1 = barindex - tradeindex(1) >= ExitDays pos2 = barindex - tradeindex(2) >= ExitDays pos3 = barindex - tradeindex(3) >= ExitDays pos4 = barindex - tradeindex(4) >= ExitDays pos5 = barindex - tradeindex(5) >= ExitDays pos6 = barindex - tradeindex(6) >= ExitDays pos7 = barindex - tradeindex(7) >= ExitDays pos8 = barindex - tradeindex(8) >= ExitDays pos9 = barindex - tradeindex(9) >= ExitDays pos10 = barindex - tradeindex(10) >= ExitDays pos11 = barindex - tradeindex(11) >= ExitDays pos12 = barindex - tradeindex(12) >= ExitDays   // Entry Rules IF Countofposition = 1 THEN ExitPos = pos1 ELSIF Countofposition = 2 THEN ExitPos = pos2 ELSIF Countofposition = 3 THEN ExitPos = pos3 ELSIF Countofposition = 4 THEN ExitPos = pos4 ELSIF Countofposition = 5 THEN ExitPos = pos5 ELSIF Countofposition = 6 THEN ExitPos = pos6 ELSIF Countofposition = 7 THEN ExitPos = pos7 ELSIF Countofposition = 8 THEN ExitPos = pos8 ELSIF Countofposition = 9 THEN ExitPos = pos9 ELSIF Countofposition = 10 THEN ExitPos = pos10 ELSIF Countofposition = 11 THEN ExitPos = pos11 ELSIF Countofposition = 12 THEN ExitPos = pos12 ENDIF   IF P AND AddPos THEN BUY 1 share AT MARKET ENDIF   //Exit Rules IF longonmarket AND ExitPos THEN SELL 1 share AT MARKET ENDIF

   

  

  JohnnyBlaze

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  04/11/2020 at 12:41 PM #125686
  robertogozzi

  Partial closures are not supportrd yet.

  When you you exit ALL open position are closed.

  This feature is planned to be supported, but there’s no deadline.

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  JohnnyBlaze

  

  robertogozzi

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  04/11/2020 at 12:43 PM #125691
  Vonasi

  TRADEINDEX is exactly that – the index of the last trade whether that be to open a position or to close a position.

  If you have 12 positions open then PRT consider that to be one position at the average price that you purchased all the positions at.

  You are probably better to work with dates and then sell one position at the open of one candle and then buy another at the open of the next candle because if you ever send a BUY and a SELL order on the same candle then they just cancel each other out.

  Partial closure is not possible in real live or demo live trading on PRT so you are working on something that can only be used in back testing at the moment.

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  JohnnyBlaze

  

  Vonasi

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