Unable to manually limit positions

Viewing 4 posts - 1 through 4 (of 4 total)

Author

Posts
01/13/2021 at 3:11 PM #157660 quote
juanj
Participant

Master
Can someone else confirm that the countofposition (and countoflongshares; countofshortshares) is working in v11?

I am using conditional instructions to open a limited amount of positions but the backtest engine just keeps adding positions indefinitely:
```
MaxPositions = 3

If (onmarket = 0 or countofposition <= MaxPositions) and ConditionLong Then
Buy 1 contract at market
ElsIf (onmarket = 0 or countofposition <= MaxPositions) and ConditionShort Then
Sellshort 1 contract at market
EndIf
```
01/13/2021 at 3:16 PM #157661 quote

juanj
Participant

Master

Nevermind! Forgot to use abs(countofpositions)

GraHal thanked this post

01/13/2021 at 4:22 PM #157670 quote

Nicolas
Keymaster

Master

Coding questions go to each of the dedicated forum sub-sections, as described in the forum rules. The ProRealTime forum is for platform questions/issues not related to programming.

01/13/2021 at 5:43 PM #157682 quote

juanj
Participant

Master

I am aware, thought it was a v11 bug. Turns out it was an ID10T issue

GraHal thanked this post
Author

Posts

Viewing 4 posts - 1 through 4 (of 4 total)

You must be logged in to reply to this topic.

Login your account

Unable to manually limit positions

ProOrder: Automated Strategies & Backtesting

New Reply

Author

juanj @juanj Participant

Summary

This topic contains 3 replies,
has 2 voices, and was last updated by juanj
5 years, 1 month ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	01/13/2021
Status:	Active
Attachments:	No files

Loading...