- ago
I am trying to add subsequent coding so that I only have 3 participants and have that working correctly. However I am getting multiple positions and I only want single positions in the same symbol. How do I modify the following code so that there are no duplicates in the Buy List?

CODE:
   public override void PreExecute(DateTime dt, List<BarHistory> participants)       {          // rank the candidates by rsi          foreach (BarHistory bh in participants)          {             IndicatorBase symbolRsi = (IndicatorBase)bh.Cache[seriesKey];             int idx = GetCurrentIndex(bh); //this returns the index of the BarHistory for the bar currently being processed             double rsiVal = symbolRsi[idx];             //if the indicator isn't valid set a high value to avoid selection in rotation             if (idx < symbolRsi.FirstValidIndex)                rsiVal = 1.0e6;             bh.UserData = rsiVal; //save the current Rsi value along with the BarHistory instance          }          //sort the participants by Rsi value (lowest to highest)          participants.Sort((a, b) => a.UserDataAsDouble.CompareTo(b.UserDataAsDouble));          //keep the top 3 symbols          buys.Clear();          for (int n = 0; n < 3; n++)          {             if (n >= participants.Count)                break;             buys.Add(participants[n]);          }       }       //execute the strategy rules here, this is executed once for each bar in the backtest history
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- ago
#1
Try setting "Max Open Pos Per Symbol" to 1 in Strategy Settings.
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Cone7
- ago
#2
Don't add the symbol's BarHistory to the buy list if it's already an Open Position.

CODE:
         buys.Clear();          for (int n = 0; n < 3; n++)          {             if (n >= participants.Count)                break;             bool addit = true;             foreach (Position p in OpenPositionsAllSymbols)             {                if (p.Symbol == participants[n].Symbol)                {                   addit = false;                   break;                }             }             if (addit)                buys.Add(participants[n]);          }
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