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// Portfolio Money Management Signal to pause trading from
// second strategy if no open position from first strategy.
if pmms_strategies_count<2 then RaiseRunTimeError("Must have at least two strategies.");
if pmms_strategy_marketposition(0)<>0 then
begin
if pmms_strategy_is_paused(1) then
begin
pmms_strategy_resume(1);
print("Resuming second Strategy.");
end;
end
else if pmms_strategy_is_paused(1)=False then
begin
pmms_strategy_pause(1);
print("Pausing second Strategy.");
end;Code: Select all
// Portfolio Money Management Signal to pause trading from // second strategy if no open position from first strategy. if pmms_strategies_count<2 then RaiseRunTimeError("Must have at least two strategies."); if pmms_strategy_marketposition(0)<>0 then begin if pmms_strategy_is_paused(1) then begin pmms_strategy_resume(1); print("Resuming second Strategy."); end; end else if pmms_strategy_is_paused(1)=False then begin pmms_strategy_pause(1); print("Pausing second Strategy."); end;
So i played a bit with the logic as I understand it from the code you wroteIdangy,
Yes the functions like pmms_strategy_is_paused(1) take a parameter that are the zero indexed numbered strategies in your portfolio from top to bottom. Zero is strategy one, one is strategy two.
Strategies in your portfolio tree can have multiple signals in each of them. The PMMS functions apply to all the signals in each strategy.
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input:
FIRST_INTEX(0),
FINAL_INDEX(5);
var:
positionsLong(0),
positionShort(0),
bool allow_only_shorts_entries (false),
bool allow_only_Long_entries (false),
int Counter (0);
array:
strategyIndexes[](0);
counter = 0;
positionsLong = pmms_strategies_in_long_count(strategyIndexes); // num of pos in long
positionShort= pmms_strategies_in_short_count(strategyIndexes); // num of pos in short
/// reset bool vars and resume paused strategies
if positionsLong = 0 then
begin
allow_only_Long_entries = false;
pmms_strategies_resume_all;
end;
if positionShort = 0 then
begin
allow_only_shorts_entries = false;
pmms_strategies_resume_all;
end;
/// Check for open pos
for Counter = FIRST_INTEX to FINAL_INDEX
begin
if pmms_strategy_marketposition(Counter) > 0 then
allow_only_shorts_entries = true;
if pmms_strategy_marketposition(Counter) < 0 then
allow_only_Long_entries = true;
end;
/// adjust other positions acording to first position
for Counter = FIRST_INTEX to FINAL_INDEX
begin
if pmms_strategy_marketposition(counter) = 0 then
begin
if allow_only_shorts_entries and allow_only_Long_entries = false then // if only shorts alowed
begin
pmms_strategy_allow_short_entries(counter);
pmms_strategy_deny_long_entries(counter);
if pmms_strategy_is_paused(counter) then pmms_strategy_resume(counter);
end
else if allow_only_shorts_entries = false and allow_only_Long_entries then // if only longs allowed
begin
pmms_strategy_deny_short_entries(counter);
pmms_strategy_allow_long_entries(counter);
if pmms_strategy_is_paused(counter) then pmms_strategy_resume(counter);
end;
if allow_only_Long_entries and allow_only_shorts_entries then // if both allowed that means two positions open- pause all the rest
begin
pmms_strategy_deny_short_entries(counter);
pmms_strategy_deny_long_entries(counter);
pmms_strategy_pause(counter);
end;
end;
end;
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array: strats_with_longs[](0), strats_with_shorts[](0);
positionsLong=pmms_strategies_in_long_count(strats_with_longs); // indexes of strategies with long positions
positionShort=pmms_strategies_in_short_count(strats_with_shorts); // indexes of strategies with short positionsCode: Select all
for value1=0 to Array_GetMaxIndex(strategyIndexes)
begin
print("strat index: ", Array_GetIntegerValue(strategyIndexes, value1):0:0);
end;Idangy,
Looks like you are making progress.
One thing I noticed; there needs to be separate dynamic arrays declared to hold the short and long positions.Unfortunately, I don't have time to debug all the code. If you have decided to write this yourself, my suggestion is to not try to complete the entire objective at once. Start with a small amount of code and use print statements to verify what is happening in the output window. Otherwise, you will keep getting stuck. You can print out the array contents similiar to this:Code: Select all
array: strats_with_longs[](0), strats_with_shorts[](0); positionsLong=pmms_strategies_in_long_count(strats_with_longs); // indexes of strategies with long positions positionShort=pmms_strategies_in_short_count(strats_with_shorts); // indexes of strategies with short positionsBe aware that it will slow down the run time, but you need to understand how it works before writing the whole thing.Code: Select all
for value1=0 to Array_GetMaxIndex(strategyIndexes) begin print("strat index: ", Array_GetIntegerValue(strategyIndexes, value1):0:0); end;