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Spread Order management
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Spread Order management

  #1 (permalink)
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Spread Order management

Hello !!! wood some one give me idea how to exit spread position at same time ?
i use
if (Position.GetProfitLoss(Close[0], PerformanceUnit.Currency) > Profit || if (Position.GetProfitLoss(Close[0], PerformanceUnit.Currency) > Profit
{entryOrder = ExitLong("ExitBuy","Buy");
entryOrder = ExitLong("ExitBuy2","Buy2"); }
the problem is dont exit at same time waith for next profit


Last edited by ural01; November 25th, 2015 at 11:13 AM.
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  #3 (permalink)
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Omer עומר / Israel י
 
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Hello

what instrument are you trading ?
if you are trading spread on future, then know there is specific spread instrument you can trade
in one single trade, the exchange then does automatically for you

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Hi !!! no i don t trade futures, manual spreads on forex only, by the way did you ever find that exchange spreads are always wrong !!!!
on closing price PNL balance ? like if you close position exchange spread positive PNL next day PNL dont increase or even down by closing price statement

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  #5 (permalink)
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if you don't enter/exit at the same time, i think this can't be called a spread

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ok that is way i,m asking agvice how to fix it in strategy exit and enter at same time and exit on profit/loss at same time

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  #7 (permalink)
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ural01 View Post
ok that is way i,m asking agvice how to fix it in strategy exit and enter at same time and exit on profit/loss at same time

Without a spread instrument, you can not make one trade conditional on the other
so there is always some degree of uncertainty, but that's only the slippage

Probably best to calculate your potential profit yourself, taking into account
the bid/ask and commission, then you will be safe

Can you give me an example of the spread you would be taking ?

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Buy eurusd buy uscchf
on myDataSeries.Set((Closes[0][0] +Closes[1][0]))
exit by sum profit or loss on closing price plus 2 pip slipage , i dont use bid ask , run data over 10years

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ural01 View Post
Buy eurusd buy uscchf
on myDataSeries.Set((Closes[0][0] +Closes[1][0]))
exit by sum profit or loss on closing price plus 2 pip slipage , i dont use bid ask , run data over 10years

what is the time frame of the time series ?

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  #10 (permalink)
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10min

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