Have you seen any interest in being able to apply Live Positions feature selectively by strategy?
Rename
I don't see how it would be possible. Broker APIs don't send meta data that could tell us the source that placed a trade that filled shares in a position... or a larger position created by multiple strategies, or by discretionary trading.
Oh. I assumed the Live Positions feature is initiated by WL querying the broker account and matching with the strategy's internal backtest data, when the preference is set. I further assumed that preference could be saved local to each strategy to enable / disable Live Positions checking.
You don't have to assume how it's done. It's explained in the Help for that Preference.
Even so, your assumptions don't suggest a way to match shares to strategies that may or may have not been running that day, or if the shares were from a discretionary trade. There's really no way to do it without making assumptions that may or may not be correct.
Even so, your assumptions don't suggest a way to match shares to strategies that may or may have not been running that day, or if the shares were from a discretionary trade. There's really no way to do it without making assumptions that may or may not be correct.
Your Response
Post
Edit Post
Login is required