I've configured the Position Sizing in the following strategy to try and ensure that only 1 Position is ever open at any given time. But if you look at the Order Manager history in the following image, you'll see that it entered one position, and then another a few minutes later. Is there a reason for this? The strategy also has a condition block for "Number of Open Positions <= 0 (across Portfolio)".
Log file: https://www.dropbox.com/s/1pm0n7jienemc1h/error_2_buys.txt?dl=0
Log file: https://www.dropbox.com/s/1pm0n7jienemc1h/error_2_buys.txt?dl=0
Rename
These are backtest settings, they can't control what happens if two or more symbols submit signals.
What you want to look at is the new Trading Threshold in Preferences, Max Open Positions. It can prevent new positions from being entered if you currently have a specified number of open positions. This should work better but it still might not be 100% foolproof because it's difficult to control this with broker latencies and such a dynamic environment.
What you want to look at is the new Trading Threshold in Preferences, Max Open Positions. It can prevent new positions from being entered if you currently have a specified number of open positions. This should work better but it still might not be 100% foolproof because it's difficult to control this with broker latencies and such a dynamic environment.
Thanks, I hadn't seen "Max Open Positions" in Preferences. Does that apply "per strategy", meaning that if I set it to 1, it will allow me to have 1 position for each of the strategies running in the Strategy Monitor?
No, it's across an Account.
QUOTE:To remove any doubt, it's found in Preferences > Trading > Trading Thresholds with the label Open Positions.
I hadn't seen "Max Open Positions" in Preferences.
Your Response
Post
Edit Post
Login is required