Problem with PMM strategy

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pablo gonzalez vidal
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Problem with PMM strategy

Postby pablo gonzalez vidal » 10 Sep 2015

Hello everyone

It's a simple MM strategy. It allocates the quantity of shares in function of the total equity.

The problem is that MC doesn't save the shares opened for a strategy so the next day MC calculates the quantity of shares again with the new equity.

So it doesn't match and when the strategy launches a close order the shares opened don't match with the close order leaving positions opened at broker.

For example on day 1 my capital is 100k and strategy allocates 1% of that capital to buy stock XYZ, buying 100 shares.

Day 2 capital has changed to 101k and when I open MC shares allocated to that strategy are no longer 100 but 101. So when the closing order is launched it will close 101, leaving 1 loose action.

The option "Usse the current position at the broker" is useless because when running several strategies on the same asset can not be used.

Is there any way to fix the actions that has been opened by a strategy so that when such actions are closed perfectly match?

Thanks for your help

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Henry MultiСharts
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Re: Problem with PMM strategy

Postby Henry MultiСharts » 22 Sep 2015

Hello pablo gonzalez vidal,

Please contact us directly if you are interested in custom programming services.


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