PLEASE VOTE: MC and PT: add keywords to allow "phantom"/virtual trades

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PLEASE VOTE: MC and PT: add keywords to allow "phantom"/virtual trades

Postby Zheka » 26 Oct 2017

Portfolio money management functions (e.g. pmms_strategy_deny_entry() ) not only disallow sending orders to the broker, but also cancel them for a strategy altogether, as if they did not happen - which affects strategy statistics.

But to implement "Equity curve trading" (and in some other cases) such trades should be counted!
And while implementing EqCurve Trading by reducing the size of disregarded orders to 1unit would work in testing, it would be quite inefficient to implement in RT (paying a 2x min.commission for the 1-unit order).

So, please add a keyword for that. An alternative - and simpler solution - would be to allow "negative" trade size for entry orders (and/or for "pmms_strategy_set_entry_contracts ") and treat such orders as "phantom" or virtual with the size of 1, counting them in strategy statistics but not sending to the broker. ... es/MC-2367

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