I restarted using MC after a long time, and I need your help to refresh my memory.
For testing I was trying to code a simple reverse system, and I don't remember if
is it possible to reverse directly a short position in a long position and vice versa,
without having to close short position with buytocover and open long with buy ?
Thanks for your help.
Regards
Massimo
Code: Select all
[IntrabarOrderGeneration = false]
inputs:
NumBars( 3 ), Qty(1);
variables:
MP( 0 );
once cleardebug;
MP = MarketPosition() ;
if time_s > 172300 AND MP = 1 then
begin
Sell Qty Shares Next Bar AT Market ;
end
else if time_s > 172300 AND MP = -1 then
begin
buytocover Qty Shares Next Bar AT Market;
end
else if MP = 0 AND HIGH > Highest(HIGH,NumBars)[1] then
begin
Buy Qty Shares Next Bar AT Market;
end
else if MP = 0 AND LOW < Lowest(LOW,NumBars)[1] then
begin
sellshort Qty Shares Next Bar AT Market ;
end
else if MP = -1 AND HIGH > Highest(HIGH,NumBars)[1] then
begin
buytocover Qty Shares Next Bar AT Market;
buy Qty Shares Next Bar AT Market;
end
else if MP = 1 AND LOW < Lowest(LOW,NumBars)[1] then
begin
sellshort Qty Shares Next Bar AT Market;
sell Qty Shares Next Bar AT Market ;
end;
print (MP);