Strategy Coding Challenge

January 25th, 2011, 02:04 PM

I realized that my GenericStrategy has flaws and am trying to correct them. Looks like I'm almost finished but have one logic challenge that I can't wrap my brain around. The situation is this. Let's say I have an entry for a target and runner and we're in a strong trend up. Multiple entries for targets can be placed while the runner is still in play. I don't want that. I want one target entry per runner. I can test to make sure the strategy is flat before entering again. But that takes away the stop and reverse potential.

Can't seem to figure out how to overcome this. I've attached a picture of what it does. Notice the mulitple target entries during the life of the runner.

Notice the one titled Wrong and how there are multiple entries. Now look at the one title Right_kind_of and how it looks the way I want without all those entries but there is supposed to be a stop and reverse at the end of the runner but there isn't one until a bar later.

Any ideas from you smart logic guys would sure be helpful...

January 25th, 2011, 02:15 PM

Try checking that your position is not long before sending the long entry orders.

January 25th, 2011, 02:26 PM

Good Grief! I overlook the simple so many times. This is the kind of challenge I continually have trouble with, making sure it's not something as opposed to making sure it is something. How's that for a convoluted description.

Thanks for splash of cold water.

January 25th, 2011, 05:12 PM

MWinfrey

Good Grief! I overlook the simple so many times. This is the kind of challenge I continually have trouble with, making sure it's not something as opposed to making sure it is something. How's that for a convoluted description.

Thanks for splash of cold water.

It sounds like you have your answer ::: I was thinking 'entries per direction == 1' might be a factor.

Jon

Strategy Coding Challenge

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Strategy Coding Challenge