Setting maximum of Accumulating orders

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  • #39399 quote
    Juan SalasJuan 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
    NicolasNicolas
    Keymaster
    Legend

    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 SalasJuan Salas
    Participant
    Master

    Nicolas,

    As always, thanks so much!!

    Juan

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Setting maximum of Accumulating orders


ProOrder: Automated Strategies & Backtesting

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Juan Salas @juan-salas Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by Juan SalasJuan Salas
9 years, 2 months ago.

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