Counting Multiple Entries
Counting Multiple Entries
I have a strategy that scales in using multiple entries- the limit order price is adjusted by a factor of the entry count. Is there a simple, robust way to increment this counter whenever the next entry is filled and reset it to 0 when the position is exited?
- Dave Masalov
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Re: Counting Multiple Entries
Dear Ecoarsey,
You can use CurrentContracts keyword for this purpose. It returns an absolute numerical value, indicating the number of contracts or shares held in the current position.
You can use CurrentContracts keyword for this purpose. It returns an absolute numerical value, indicating the number of contracts or shares held in the current position.