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How to individualize MultiChart orders?
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How to individualize MultiChart orders?

  #1 (permalink)
Scarecrow
CA USA
 
Futures Experience: Intermediate
Platform: MultiCharts
Broker/Data: DDT+land/Rithmic/IQ
Favorite Futures: S&P500,6E,YM
 
program's Avatar
 
Posts: 100 since Nov 2010
Thanks: 127 given, 63 received

How to individualize MultiChart orders?

Hello all,
I wrote a super easy correlation strategy that looks to hold for 7 days after entry. uses daily bars.
the problem I'm having is if I'm currently in a position and i get another signal the second entry will exit the same time as the first.
how do i exit 7 days after each entry?
example:

I have approximate answers, possible beliefs and different degrees of certainty of different things. But I'm not absolutely sure of anything and there are many things i don't know anything about.
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  #2 (permalink)
 Vendor: tradingcode.net 
The Netherlands
 
Futures Experience: None
Platform: MultiCharts, TradingView
Favorite Futures: ...
 
Jura's Avatar
 
Posts: 774 since Apr 2010
Thanks: 2,347 given, 661 received


program View Post
Hello all,
I wrote a super easy correlation strategy that looks to hold for 7 days after entry. uses daily bars.
the problem I'm having is if I'm currently in a position and i get another signal the second entry will exit the same time as the first.
how do i exit 7 days after each entry?
example:

Use the From Entry("order name") code to specify which exit order should close which entry order. See for example the BuyToCover wiki article for more on that.

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  #3 (permalink)
Scarecrow
CA USA
 
Futures Experience: Intermediate
Platform: MultiCharts
Broker/Data: DDT+land/Rithmic/IQ
Favorite Futures: S&P500,6E,YM
 
program's Avatar
 
Posts: 100 since Nov 2010
Thanks: 127 given, 63 received


thanks @Jura that helped... still having some issues with barssinceentry liquidating my entire position though.
I'll keep tooling with it.

I have approximate answers, possible beliefs and different degrees of certainty of different things. But I'm not absolutely sure of anything and there are many things i don't know anything about.
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  #4 (permalink)
Scarecrow
CA USA
 
Futures Experience: Intermediate
Platform: MultiCharts
Broker/Data: DDT+land/Rithmic/IQ
Favorite Futures: S&P500,6E,YM
 
program's Avatar
 
Posts: 100 since Nov 2010
Thanks: 127 given, 63 received


Jura View Post
Use the From Entry("order name") code to specify which exit order should close which entry order. See for example the BuyToCover wiki article for more on that.

ok that does work for a maximum of 2 entries. but if i get 3 in the same direction it doesn't. it treats the 3rd entry like another 2nd entry. I feel like i'm missing something easy. i would just like to be able to enter the market and hold for seven days no matter what other entries occur. i.e. if i buy separately on monday then tuesday then wednesday, mondays entry will sell next monday, tuesday entry will sell next tuesday etc...

I have approximate answers, possible beliefs and different degrees of certainty of different things. But I'm not absolutely sure of anything and there are many things i don't know anything about.
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  #5 (permalink)
Trading for Fun
London
 
Futures Experience: None
Platform: mc, TS, ninja
Favorite Futures: es
 
Bimi's Avatar
 
Posts: 118 since Mar 2010
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program View Post
Hello all,
I wrote a super easy correlation strategy that looks to hold for 7 days after entry. uses daily bars.
the problem I'm having is if I'm currently in a position and i get another signal the second entry will exit the same time as the first.
how do i exit 7 days after each entry?
example:

skip the barssinceentry
set up a counter for each order and count the days yourself

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  #6 (permalink)
Scarecrow
CA USA
 
Futures Experience: Intermediate
Platform: MultiCharts
Broker/Data: DDT+land/Rithmic/IQ
Favorite Futures: S&P500,6E,YM
 
program's Avatar
 
Posts: 100 since Nov 2010
Thanks: 127 given, 63 received


Bimi View Post
skip the barssinceentry
set up a counter for each order and count the days yourself

hmmm.... sounds like a good idea, trying to think of the logic of that code

I have approximate answers, possible beliefs and different degrees of certainty of different things. But I'm not absolutely sure of anything and there are many things i don't know anything about.
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  #7 (permalink)
Scarecrow
CA USA
 
Futures Experience: Intermediate
Platform: MultiCharts
Broker/Data: DDT+land/Rithmic/IQ
Favorite Futures: S&P500,6E,YM
 
program's Avatar
 
Posts: 100 since Nov 2010
Thanks: 127 given, 63 received


program View Post
hmmm.... sounds like a good idea, trying to think of the logic of that code

sometimes i feel like i code, and code, and code.... just to end up with something worse than i started with...
elegant i am not

I have approximate answers, possible beliefs and different degrees of certainty of different things. But I'm not absolutely sure of anything and there are many things i don't know anything about.
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  #8 (permalink)
Trading for Fun
London
 
Futures Experience: None
Platform: mc, TS, ninja
Favorite Futures: es
 
Bimi's Avatar
 
Posts: 118 since Mar 2010
Thanks: 42 given, 58 received


program View Post
sometimes i feel like i code, and code, and code.... just to end up with something worse than i started with...
elegant i am not

coding forces you to think in clarity

your trading should improve because of it

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  #9 (permalink)
Scarecrow
CA USA
 
Futures Experience: Intermediate
Platform: MultiCharts
Broker/Data: DDT+land/Rithmic/IQ
Favorite Futures: S&P500,6E,YM
 
program's Avatar
 
Posts: 100 since Nov 2010
Thanks: 127 given, 63 received


Bimi View Post
coding forces you to think in clarity

your trading should improve because of it

thanks for the support Bimi, i'm glad to say i've got it sorted out now too.

I have approximate answers, possible beliefs and different degrees of certainty of different things. But I'm not absolutely sure of anything and there are many things i don't know anything about.
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