Setting maximum of Accumulating orders

Juan Salas · Thu, 29 Jun 2017 12:41:49 +0000

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

This topic has 2 replies, 2 voices, and was last updated 7 years ago by Juan Salas.

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06/29/2017 at 1:41 PM #39399

Juan Salas

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

Juan Salas
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06/29/2017 at 2:56 PM #39414

Nicolas

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

Nicolas
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06/29/2017 at 3:38 PM #39415

Juan Salas

Nicolas,

As always, thanks so much!!

Juan

Juan Salas
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