Counting Multiple Entries

Questions about MultiCharts and user contributed studies.
Ecoarsey
Posts: 1
Joined: 09 Sep 2011

Counting Multiple Entries

Postby Ecoarsey » 09 Sep 2011

I have a strategy that scales in using multiple entries- the limit order price is adjusted by a factor of the entry count. Is there a simple, robust way to increment this counter whenever the next entry is filled and reset it to 0 when the position is exited?

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Dave Masalov
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Re: Counting Multiple Entries

Postby Dave Masalov » 12 Sep 2011

Dear Ecoarsey,

You can use CurrentContracts keyword for this purpose. It returns an absolute numerical value, indicating the number of contracts or shares held in the current position.


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