Hi guys,
I'm trying to figure out how to obtain the total number of contracts I have at the moment trading
a particular symbol. For e.g
Data Feed: @ES.D (TS)
Broker Symbol: ESU5 (IB)
Strat 1: +5
Strat 2: +5
Strat 3: -2
In this instance if I have 3 strategies trading an e-mini contract which has a nett position o +8 contracts. (+5+5-2=+8) I was wondering how would I be able to figure that out there is a +8 contract exposure for this symbol at the strategy level? The aim is to limit the total exposure for this symbol to a certain number of contracts. Appreciate any guidance in the right direction. Thanks in advance!
How to obtain total contracts across strats for 1 symbol? [SOLVED]
- TJ
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Re: How to obtain total contracts across strats for 1 symbol [SOLVED]
Hi guys,
I'm trying to figure out how to obtain the total number of contracts I have at the moment trading
a particular symbol. For e.g
Data Feed: @ES.D (TS)
Broker Symbol: ESU5 (IB)
Strat 1: +5
Strat 2: +5
Strat 3: -2
In this instance if I have 3 strategies trading an e-mini contract which has a nett position o +8 contracts. (+5+5-2=+8) I was wondering how would I be able to figure that out there is a +8 contract exposure for this symbol at the strategy level? The aim is to limit the total exposure for this symbol to a certain number of contracts. Appreciate any guidance in the right direction. Thanks in advance!
Go to wiki... (under the Support tab at the top of this page)
Look for the link to: PowerLanguage Keyword Reference
Look under the Category: Strategy Position
you might be interested in this keyword:
MarketPosition_at_Broker
Re: How to obtain total contracts across strats for 1 symbol
Thanks TJ!
Thanks for pointing me to exactly what I needed.
(Didn't turn on Autotrading initially and was wondering why the position was 0)
Apologies if this has been asked before, would there be a difference in using
MarketPosition_at_Broker vs i_MarketPosition_at_Broker?
They both seem to output the same values and was wondering in what instances "i_" would be used for.
Thanks for pointing me to exactly what I needed.
(Didn't turn on Autotrading initially and was wondering why the position was 0)
Apologies if this has been asked before, would there be a difference in using
MarketPosition_at_Broker vs i_MarketPosition_at_Broker?
They both seem to output the same values and was wondering in what instances "i_" would be used for.
- TJ
- Posts: 7743
- Joined: 29 Aug 2006
- Location: Global Citizen
- Has thanked: 1033 times
- Been thanked: 2223 times
Re: How to obtain total contracts across strats for 1 symbol
Please read carefully the Notes explanation.Thanks TJ!
Thanks for pointing me to exactly what I needed.
(Didn't turn on Autotrading initially and was wondering why the position was 0)
Apologies if this has been asked before, would there be a difference in using
MarketPosition_at_Broker vs i_MarketPosition_at_Broker?
They both seem to output the same values and was wondering in what instances "i_" would be used for.