Setting maximum of Accumulating orders

Viewing 3 posts - 1 through 3 (of 3 total)
  • Author
    Posts
  • #39399 quote
    Juan Salas
    Participant
    Master

    Hi everyone,

    I would like to know if anyone could tell me how can you code a maximum numbers of orders when DEFPARAM CumulateOrders = true. I am trying to develop a system and I am concern with Money Management. I want to limit the accumulation of orders up to a maximum of five at the same time.

    Thanks,

    Juan

    #39414 quote
    Nicolas
    Keymaster
    Master

    You can use the COUNTOFLONGSHARES keyword to know how many LOTS/CONTRACTS/SHARES are already on market for long orders. Same for short orders with COUNTOFSHORTSHARES

    #39415 quote
    Juan Salas
    Participant
    Master

    Nicolas,

    As always, thanks so much!!

    Juan

Viewing 3 posts - 1 through 3 (of 3 total)
  • You must be logged in to reply to this topic.

Setting maximum of Accumulating orders


ProOrder: Automated Strategies & Backtesting

New Reply
Author
author-avatar
Juan Salas @juan-salas Participant
Summary

This topic contains 2 replies,
has 2 voices, and was last updated by Juan Salas
8 years, 8 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 06/29/2017
Status: Active
Attachments: No files
Logo Logo
Loading...