How can I reverse a position in backtest ? [SOLVED]

maxmax68 · Postby **maxmax68** » 25 Dec 2013

Hi,
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);

TJ · Postby TJ » 25 Dec 2013

if you have a long position,
and you trigger a SELLSHORT order,
MultiCharts will automatically reverse the position for you.

Example 1
position= 0 contract
code:

Code: Select all

SELLSHORT ("S") 1 contract next bar at market;

will result in selling 1 contracts.

Example 2
position= long 1 contract
code:

Code: Select all

SELLSHORT ("S") 1 contract next bar at market;

will result in selling 2 contracts; 1 for flattening the long, and 1 for going short.

Example 3
position= long 1 contract
code:

Code: Select all

SELLSHORT ("S") 2 contract next bar at market;

will result in selling 3 contracts; 1 for flattening the long, and 2 for going short.

How can I reverse a position in backtest ? [SOLVED]

How can I reverse a position in backtest ?

Re: How can I reverse a position in backtest ? [SOLVED]