it looks as if strategy monitor is not respecting the position sizer max open position count, per picture below. Backtest works well
in my testing, I am using a dataset with 2 symbols that should alternate open positions but not overlap. this is working well in backtest mode, however in autotrade IB shows dual open positions despite the max open position limitation
any help here?
Thank you
in my testing, I am using a dataset with 2 symbols that should alternate open positions but not overlap. this is working well in backtest mode, however in autotrade IB shows dual open positions despite the max open position limitation
any help here?
Thank you
Rename
These options apply to backtests only.
the limitation it is available in strategy monitor, however not functional - should this not be fixed (can be confusing and costly)?
otherwise, suggest making it a feature request - for consistency of autotrade and backtest
thank you
otherwise, suggest making it a feature request - for consistency of autotrade and backtest
thank you
Even Strategy Backtest window do not limit Signals.
To limit the number of executions during a trading session, use Preferences > Trading Thresholds
In the Help Guide...
Max Open Settings
The "Max Open" settings provide a way to _backtest_ different Position options without the need to change your code. They are applicable in backtesting and not in live trading.
To limit the number of executions during a trading session, use Preferences > Trading Thresholds
In the Help Guide...
Max Open Settings
The "Max Open" settings provide a way to _backtest_ different Position options without the need to change your code. They are applicable in backtesting and not in live trading.
C# coding is the way to go in this case. thank you for your clarifications
It seems like Preferences > Trading Thresholds is the way to go, but there are still some huge limitations when just using a global trading threshold.
For example if there are running multiple strategies with different risk parameters (like max open positions) unfortunately a global trading threshold doesn't make the job.
What about giving the strategy monitor object the ability to track entries/executions of each strategy individually (in combination with the quotes & price trigger window)?
Right now it seems like it's not possible to run multiple strategies live while matching all risk/strategy parameters of the related backtest.
Thanks!
For example if there are running multiple strategies with different risk parameters (like max open positions) unfortunately a global trading threshold doesn't make the job.
What about giving the strategy monitor object the ability to track entries/executions of each strategy individually (in combination with the quotes & price trigger window)?
Right now it seems like it's not possible to run multiple strategies live while matching all risk/strategy parameters of the related backtest.
Thanks!
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