Question regarding ABS(countofposition)

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    LUCFRAL
    Participant
    New

    Hi,

    Does ABS(countofposition)=x count position size for the individual program or globally?

    Eg. If I have two programs running long positions simultaneously and their actions depend on an exact amount of positions, will program 1 include the number of longs held on program 2 as part of its calculations?

    thank you for your time!

    #187638 quote
    JC_Bywan
    Moderator
    Master

    Hi,

    only for the program(strategy) the line belongs to. Confirmed by Nicolas’ comment below website documentation for countofposition:

    COUNTOFPOSITION

    LUCFRAL thanked this post
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Question regarding ABS(countofposition)


ProOrder: Automated Strategies & Backtesting

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LUCFRAL @lucfral Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by JC_Bywan
4 years ago.

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 02/06/2022
Status: Active
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