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

positions.png