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Automated ATM strategy position limit


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Automated ATM strategy position limit

  #1 (permalink)
MisterGee
Kalamazoo, Michigan
 
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I integrated an ATM strategy with an automated script I built in the strategy wizard. I have a crossover condition with a look back period of 3. Whenever all conditions are met the strategy will buy the default quantity 3 bars in a row. I've tried adding all of the position limiting conditions that check to make sure there is no open position but I'm thinking the ATMStrategyCreate entry method may be over riding the other entry conditions? I only want to have one open position at a time, so even though the entry conditions may be true for 3 bars I only want it to enter once on the first had the conditions are true. Any suggestions?

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  #3 (permalink)
 
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 rleplae 
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You will have to add a flag
Set it on fire of the order
Cancel it upon exit
You will also need to cancel the order if not executed
Unless you put a market order

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  #4 (permalink)
MisterGee
Kalamazoo, Michigan
 
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I'm already using market orders.

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Last Updated on February 25, 2016


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