Adding-SignalName-to-PlaceTrade-stops-processing-of-exits

2021-03-30T18:10:53Z - 2021-03-30T18:10:53Z ago

Adding SignalName to PlaceTrade stops processing of exits

I tried to transfer an information of a signal to the position table in "Positions".

CODE:
_transaction = PlaceTrade(bars, TransactionType.Buy, OrderType.Market, 0, 0);

runs properly without an entry signal in "Positions". When I try to transfer a signalName to the "Positions" by

CODE:
_transaction = PlaceTrade(bars, TransactionType.Buy, OrderType.Market, 0, "Entry");

the text "Entry" is displayed, but the positions are never closed.

Does anyone know a solution for that?

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Eugene8

2021-03-30T18:38:47Z - 2021-03-30T18:38:47Z ago

Maintaining groups of positions (first line) and using the entry signal (second line) makes the code somewhat different, isn't it. A solution can emerge if you're willing to show a more complete code which shows how you close the positions?

quantarum8

2021-03-30T19:17:14Z - 2021-03-30T19:17:14Z ago

The entire code is as follows:

CODE:
public override void Execute(BarHistory bars, int idx)
        {
         int index = idx;
         Position foundPosition0 = FindOpenPosition(0);
         bool condition0;
         if (foundPosition0 == null)
         {
            condition0 = false;
            {
               if (indicator[index] >= 3.00)
               {
                  {
                     condition0 = true;
                  }
               }
            }
            if (condition0)
            {
               _transaction = PlaceTrade(bars, TransactionType.Buy, OrderType.Market, 0, "Entry");
               _transaction.Weight = weight[index] * -1;
            }
         }
         else
         {
            condition0 = false;
            {
               condition0 = true;
            }
            if (condition0)
            {
               if (idx - foundPosition0.EntryBar + 1 >= 5)
               {
                  ClosePosition(foundPosition0, OrderType.Market);
               }
            }
         }

        }

It is the C#-Code for "But at market if price close decreases 3 consecutive bars" ans "Sell at market afer 5 bars".

Eugene8

2021-03-30T19:40:10Z - 2021-03-30T19:40:10Z ago

OK, this is expected. This code line tries to find a position to close using positionTag i.e. that last "0" in "... OrderType.Market, 0, 0":

CODE:
Position foundPosition0 = FindOpenPosition(0);

Because the overloaded call with entry name does not support passing a positionTag, you're breaking the link between PlaceTrade and ClosePosition.

quantarum8

2021-03-30T22:44:48Z - 2021-03-30T22:44:48Z ago

Adding

CODE:
   _transaction.PositionTag = 0;

after the PlaceTrade line solved the problem,

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