Partial closure, please.

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  • 08/12/2022 at 11:26 AM #198983 quote
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    Senior

    I need code to close, for example, 0.25% of the position at 12 hours. And close another 0.25% of the position at 18 hours.

    08/12/2022 at 1:15 PM #198988 quote
    robertogozzi
    Moderator
    Master

    There you go:

    ONCE LotSize  = 4
ONCE  MinSize = 1
ONCE ExitLots = max(LotSize * 0.25, MinSize)
 .
 .
If OnMarket then
   If Time = 120000 OR Time = 180000 then
      Sell ExitLots contracts at Market
      Exitshort ExitLots contracts at Market
   Endif
Endif
    Midlanddave thanked this post
    08/12/2022 at 11:22 PM #198994 quote
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    Thanks

    08/13/2022 at 2:00 PM #199019 quote
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    Participant
    Senior

    and code for 2 or 3 partial position closures?

    08/13/2022 at 4:55 PM #199026 quote
    robertogozzi
    Moderator
    Master

    You can add as many different times as needed:

    If Time = 120000 OR Time = 140000 OR Time = 170000 then
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Partial closure, please.


ProOrder: Automated Strategies & Backtesting

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Summary

This topic contains 4 replies,
has 2 voices, and was last updated by robertogozzi
3 years, 6 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 08/12/2022
Status: Active
Attachments: No files
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